als, i never have a poblem with shin splints in my scarpas, or any other footwear and i have a moulded insole with a heel lift attached.
like reiver, i get "splints" in the outside of my calf only when skiing due to my leg being permanently kept in one position by the ski boot.
the ONLY time i start to get splints is when i walk too fast or too longer stride (never when out for a day though because i never do either of those).
i come down on the side of technique. for walking just try walking slower/shorter strides and see if it happens again. once you get a comfortable, relaxing stride going you'll find that you can go faster anyway.