I believe what you are talking about is pain in the shins and this could be shin splints - expremely unpleasant overuse injury. You might have started running too long... The best remedy for this is to take it easy, probably even back off with running and progress very slowly and carefully. Icing and foam rolling always help me as well. 

Did you know walking and running are different exercises. you shift your weight differently and when you run both feet leave the ground. muscles have to launch your entire mass into the air and catch the same mass as it impacts the ground. There is a different dynamic as to how bones and tendons react. Taping adds support but I think any soreness you feel is/are muscles that are not used to running. soreness means muscle under re-construction, feed it some protien and of course lots of water, rest it a little more but not too much as it will revert back to its state of dormantcy.