What Causes Intermittent Icy Hot Feeling In Shins When Sitting Or Lying Down?

Sometimes when I am just sitting in a chair or laying in bed, it feels as if Icy Hot has been rubbed onto my shins. It's a strange feeling. Doesn't really hurt, and it only lasts a short time. Comes and goes. Not every day. What is this? A form of neuralgia? I used to have shin splints; could it be due to this?