E.L.
Hi,
You have to make sure that you have applied the right amount of wax (fairly thin) and pull your skin tight! If your shin pulls with the wax strip even a little it will pull way too slow and bruise, you could even rip your skin!
I wax myself every couple of months and don't have issues anymore but it may help to have it done professionally the first time and watch their technique.
Good Luck!
E.