I am probably going to reiterate what everyone says, but...
1. Assuming you are overweight, that'll add stress when running.
2. One of the most important aspects is a decent pair of running shoes. You get what you pay for, but you should not have to spend more then 60 dollars to get a pair that'll help.
3. Reading some running magazines and sites. Learn how to run properly and that'll assist you shins, knees, ankles, hips, back...etc.
4. Stretch the calves and the front of your shins. LIGHTLY, do not make it so there is a feeling of pain when doing it.
5. Even if you stretch, start you running relaxed and gradually increase your speed/stride.
6. Be real hydrated when you start.
7. It maybe advisable to run on a treadmill or indoor track until you are in better shape.
My '03 Sold.