Don't soak any part of your body in hot water.
Yes, ALWAYS use a barrier of some sort between the icepak and the skin. ALWAYS. Lesson learned, huh? sorry about your pain. I hope you heal quickly.
Many people have a tendency to "do the opposite" of whatever hurt them. Like soaking in hot water for frostbite. Never do anything extreme to an injury. Use warm or lukewarm water to warm up a cold body part. And use cold water (not ice) to cool a burn. As you have found, ice damages the skin. So never ice already damaged (burned) skin. It's why a hot shower hurts after getting a sunburn. Your skin is injured! Running hot water or putting ice directly on it causes further damage.
As for the shin splints you feel coming on... did you pull out your old trusty running shoes? They might need replacing. I don't think shin splints should be a normal part of training. Are you allowing yourself enough time between workouts to recover adequately? I have NEVER run (before this year) and shin splints has not been a part or "normal" training soreness for me. But I have had them in the past, usually from spending too much time walking/pounding hard surfaces with poor shoe support.
Forgive me if I am overstepping and you are an old hand at running... just trying to suggest something you may have overlooked in the excitement of trying to get back into it. :)
Now, time to get off the computer and get MY run in today. :))
Sorry for the late edit, but I posted this on a different question yesterday. Thought you (and any other runners who come across this post) might find it helpful. :)
http://www.runnersworld.com/article/0,7120,s6-241-287--13...