Myself, I used straight bar curls, twice a week, 3-4 days apart. I started lower weight, with higher reps... 20 per set, and then gradually upped my weight and lowered reps to normal, 8-12. The reason I did this was because heavier weights would put more strain and cause more pain, but working up slowly over a few weeks, etc, I was able to limit the pain to less and less and strengthen my forearms.
I specifically had a reason my forearms were weaker; I broke both my hands in a motorcycle accident and were casted for 6-8 weeks. Not cool. I didn't notice immediately afterwards, but as I started to lift heavier and heavier, the pain came and it was excruciating. "Working through it" does not cut it as the pain is unbearable.
Also, stretch often and use ice. NSAIDS are somewhat helpful as well.
http://www.exrx.net/WeightExercises/WristFlexors/BBWristCurl.html
Shin or forearms splints are actually the tearing of the muscle from the bone. Many times this happens if one of your muscles over powers the others. Think about if you have huge biceps but lagging forearms. One muscle group is much bigger and your stressing your forearms (as they aren't strong enough) to try to make up the effort to lift the weight.