I have two questions:
1) are you stretching and warming up/cooling down when you practice?
2) are you wearing decent shoes?
I don't do jumpstyle, but I do a pretty fair bit of running (and I have lousy knees) and those things are crucial for preventing pain/injury. If you have pain in your shins - stop and go to the doctor! Shin splints suck and can take a year to heal...
peace

