Brace2Play ankle brace. Caveat emptor.

Lets be clear ! This brace is for above the ankle mortise sprains, ie. low and high ankle sprains, sprains to the syndesmosis. It is NOT for ankle mortise and below sprains (ie. lateral and medial stabilzing ankle ligament sprains, ATF, PTF, deltoid ligs etc). If you use this brace on those injuries, good will not have any protection to those torn ligaments. 
Also, i am hesitant to buy into the "treats shin splints". Braces are supportive, nothing more. So, "supports" shin splints is more accurate IMHO. 
I would also make a case that a syndesmosis sprain (low-high ankle sprain) is not an injury you should be looking for a brace to enable you to continue to play on. Rather, rest and heal and do your initial phase low load rehab. 
Like most things, devices like this have a place and a purpose, but you have to know what you have injury wise, and know what you are dealing with. For example, if you have both a syndesmosis (low-high ankle sprain) AND a deltoid or lateral ligamentous complex sprain, this brace is not what you should chose in our opinion.