I'm not banded yet, but as for running just make sure you invest in good shoes. I only wear asics kayanos as they have a lot of gel underfoot and great support. They are pricey but worth every cent to reduce injury, especially shin splints. When I started running, I did exactly what stalledout suggested. Small runs, get your breath back and run again. Eventually I was running instead of shuffling
I also train on the beep test, that starts out slow and gets faster and faster, it's a good way to see if you are getting better as you can beat yourself each time you do it.