One of the dreaded side affects from starting a new walking or running routine is shin splints. The pain down the outside of your lower leg may be caused by a variety of issues, but the calf muscle tends to get stronger before the muscles on the front of the shin. While stretching the calves is intuitive post run, strengthening the opposing muscles on the front of the shin is not. A simple exercise to do just that is heel walks.
The exercise name describes the action quite well. Walk about 20 yards on your heels with toes lifted off the ground. Take small steps and keep your toes, even though they are up off the ground, pointed forward (don't let your toes rotate outward). You can do this exercise barefoot or in your sneakers. It is also a great exercise to incorporate into your dynamic warm-up.