Before you do sports massage for shin splints, apply a heat pack to the area. Shin splints are often caused by extremely tight muscles, and digging right in can potentially cause more harm than good. By warming up the muscles, you not only reduce the work required to get into the deep muscles, you also start right off with pain reduction. When warming up and using massage for shin splints, don't forget the posterior leg, as it often plays a large role in anterior leg pain. Tight calves can increase stress on the front of the leg, so make sure that your heat pack wraps around the entire lower leg.