Ice has long been used for reducing pain and swelling in different parts of the body, the same goes even with treating shin splints. Applying ice on the aching area for 15-20 minutes helps. For best results, it should be four to eight times a day, and must be continued for several days, until the pain begins to subside. It is recommended to use ice packs, or if ice cubes are used, then they should be wrapped in a thin towel.