How do I get rid of my chronic shin splints?

I have been running on and off for years, and the story is always the same. About the time I break two miles, I start getting shin splints that stop me from running for weeks on end and return as soon as I start. This time around, I did a gradual 8-week running program designed for people who are heinously out of shape, starting at under a quarter-mile and working up to a 5k. The same thing happened—I broke two miles and my shins started killing me the next day. I do everything right: I stretch beforehand for ten to fifteen minutes, I do a warm-up and a cool-down walk, I ice afterward, and I run only three days per week. This is driving me insane, and I would really like to be able to run. Help me!