I think I have shin splints How would you treat it?

I had shin splints and I went to the sports doctor, she suggested you get little styrophoam (sp?) cups and fill them halfway with water and freeze them, cut the bottom off and you have a little ice stick, rub that and icy hot on your legs after practice. There are special velcro wraps you can buy from sports stores that help your shins during physical activity. Good Luck!