There are lots of articles on the internet about this. Here is one:
http://www.merck.com/mmhe/sec05/ch075/ch075c.html
Anterolateral shin splints affect the muscles in the front (anterior) and outside (lateral) parts of the shin. This type of injury results from a natural imbalance in the size of opposing muscles. The shin muscles pull the foot up, and the larger and much stronger calf muscles pull the foot down each time the heel touches the ground during walking or running. The calf muscles exert so much force that they can injure the shin muscles.
So try exercising the muscles doing something other than skiing. An easy one is to stand and then raise up on your toes. Usually I get shinbang at the start of the season, but it quickly goes away.