Shin splits, that pain in front of your lower leg can be a deal breaker for those hitting the gym. Luckily there are ways to reduce this injury by strengthening the muscle around the area. One simple way, as with any other exercises, is warm up exercises. These include the Alphabet Foot and Toe Raises. Use strengthening bands to work those muscles. For those with severe shin splits try icing the area or refer to a MD for custom orthotics or physical therapy.