Shin stress fracture?

Ever since I gained weight several years ago, I have been fighting shin splints when I jog. I figure the weight gain must be the culprit because I didn't have trouble jogging when I was at my healthy weight. I am 4 weeks out from my first sprint triathlon and started the walking to running program a week ago. When I jog, I go slowly with short strides to minimize impact. I've been doing the swimming and cycling for the past 7 weeks, but I waited as long as I could to start jogging. The pain had been on the inside of my shin bones, where the muscle meets the bone. My right shin seems to be doing well, but it's the left one I'm concerned about, because in the past week it started hurting in one specific spot on the bone. It hurts to touch. When I stepped off a step today, it hurt. Should I go to my MD or should I keep going and see how it does? It seems like my past few visits to the MD have been a waste, so I'm hesitant to go in. Your thoughts?