The "shin splint" can occur in all three compartments of the leg: the medial, the lateral (often referred to as "anterior"), and the posterior. The most common site of "shin splint" pain is in the medial compartment.
As others have mentioned, ANTERIOR shin splint pain occurs on the lateral (outside) of the leg, usually where the anterior tibialis muscle (the most prominent one on the lateral leg) attaches to the tibia. The most common causes of pain in this area are: excessive downhill running or participating in sports that require repetitive starts and stops. This pain is often caused (as has been mentioned by Dan and others) by the calf muscles (gastrocnemius and soleus) overpowering the anterior leg muscles (primarily anterior tibialis, but the peroneus longus and brevis can also be involved).
No one has mentioned (I don't recall) POSTERIOR or MEDIAL shin splint pain.
POSTERIOR shin splints occur on the back of the calf muscles and are usually caused by poor biomechanics. Overpronation of the foot stresses the muscular attachment to the tibia, resulting in pain and inflammation. The problem can be aggravated by flat arches and/or tight calf muscles and a tight tight Achilles Tendon.
MEDIAL shin splints are the most common type of shin splint pain. The pain occurs along the medial border of the tibia and is often caused by damage to the interosseus membrane (the connective tissue that lies between the two leg bones, the tibia and fibula). There is some disagreement as to the biomechanical reason for this pain, but it is commonly associated with excessive pronation (in the clinic, we tape the arch for support to decrease the severity of pain). I personally disagree that "muscle imbalance" is a cause of this pain, thus the reason for my disagreement to start my post. Not everyone will agree with me.
COMMONLY, shin splints are cuased by overtraining, or training excessively on hard unforgiving surfaces. I personally start to get pain if I have to run a lot on the treadmill (due to poor road or weather conditions -- common this time of year). Cases such as this are more often due to repetitive shock / gravity than they are to any sort of muscle fatigue (though, admittedly, not always).
If you experience pain during an ultra, the pain is likely to occur later in the event when you get tired
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