I get shin splints whenever my running/cardio shoes begin to crap out on me. As soon as I start to get them, I know it's time for a new pair.
You may be over-pronating your feet when you are doing cardio. You may want to consider a pair of shoes that are designed for over-pronators. I wear Saucony Stabils and replace them every 3-4 months if I am doing alot of cardio.