The last time I felt anything like shin splints was due to my running form. Or at least that's what I think it was. I wasn't laid up for weeks, though, and could go out to run again (still badly) a couple days later.

OP, see a doc, and stay away from jumping or running.

Side note -- are we all assuming that when the OP was doing whatever exercise that may have involved running or jumping, he was doing it safely? Especially jumping, like on and off of a plyo box -- landing on the toes/balls of the feet instead of the heels? I can remember the moment I accidentally landed on my right heel during a plyo move and thought, "OW!! Never, never do it like that again!"