You may simply be doing to much too soon,gotta watch out for shin splits when getting pain in the front of your legs. Sometimes stretching out after excercise will eleviate some of the muscle pain,you could try that and see how it goes.
Personally i'm not fond of the running machines at all but they do offer less impact than pouding the roads. If you get sick of it try running on grass and/or tracks,to me this is more fun and passes the time quicker also.