Well... the character will run to the point where you doubleclicked and stop there. Isn't that what was intended?
But you are right, if you singelclick somewhere else while he is running, he will continue running to the new position and change to walk when he stops there.
If you don't want that, you can add a "change outfit to 'walk'"-action part to the properties of the leftclick in the mouse properties area. I was worried at first that this would cancel the left-click-command, but it worked fine in a little test I did just now.