This may take some practice. Hit ESC to get to Settings then go to Input. Scroll down the list of key bindings and find Walking. It should be set to Caps Lock by default but that is a pain in the bumbum. So what you do is set it to a key on your number pad--my favorite is the 7 key. Apply and confirm to save it. Now, when you try to walk press the button you set it to instead of Caps Lock and then Number Lock once while you are doing it and it should keep you in walking mode. Hit the 7 and Number Lock again to run. Voila!
