Just because the pounds don’t change doesn’t mean all that exercise is going to waste. Muscle has a greater density than fat, meaning it's possible to look and feel slimmer without a significant change in weight.
Running's all fun and games until there's shin splints. A general term used to describe lower leg pain, shin splints are mainly caused by excessive stress on, well, the shins. The pain is generally mild, but enough to render a runner couch-side.