If you indeed have shin splints, then, yes, I would recommend that you stop running.
The problem with issues like shin splints is that they can start off as little annoyances that go away quickly. But if you are not careful they come back with a vengeance and you can over time develop chronic shin pain which is not what you want.
Try to work out what is causing these shin splints.
Or the surface you run on (hilly or hard surface)?
Keep on icing your shins, do those stretches and give your legs a break for a week. Then test yourself again and see how you go.
In the mean time go to the running shoe store and get your foot type checked. Bring in your current shoes so they can work out whether your shoes are right for you.
For other shin splint advice, check out the link above.
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