How do you do that? According to the default control setting Caps Lock should do the job, but it simply doesn't work.

As far as I know running/walking is decided during the quick action setup (double click on the target instead of single click). If there's a way to change the speed of execution later, I have yet to find it.

Caps Lock is not related to running though, it activates/deactivates silouhette mode (wich lets you see the outline of npc behind obstacles).

No. Double-clicking simply makes the character do the same action twice. I was referring to Desperados 2 (should have mentioned that), maybe that's the problem.