Lets see, there are a few things you can do. For running at least, a lot of shin splints are caused by an inbalance in strength between the shin muscles and the calf muscles. To prevent this make sure you stretch your calves, ALOT. It should help for skiing as well, don't see why not.
If you have someone to help you stretch them, sit on the ground and put your legs out straight in front of you. Have them push forward on your shoes while you push against their hands and have them be pushing hard enough that you push their hands backwards slowly. Then have them pull your feet towards them while you pull them back. Then have them put their hands on the insides of your shoes and push out while you push in. Lastly have them put their hands on the outside of your shoes and you push out as they push in. Repeat this a few times.
You can also take like a bucket or something and put some weights in it and hang the bucket from your foot as you sit on a table or something. And then lift the bucket up and down. It stretches and strengthens the muscle.
As for the pole thing, I have no idea what that does or how it would help. Who knows?