There is an "always run" patch for the game (you hold cancel to walk instead), but I never got it to work. I just hold the cancel button (zero key on numpad by default) while pushing direction to run everywhere basically.
Still though, You really should use the good fan-made patches for the game. Even Eidos site links to one of the fan-made patches. There is even improved models for the game (!).
Here is my Best-Quality Graphics and Sound Final Fantasy VII page:
[url="http://www.expertmultimedia.com/protoarmor/gamepage/finalfantasy-ff7bestquality.html"]expertmultimedia.com/protoarmor/gamepage/finalfantasy-ff7bestquality.html[/url]
For the "always run" patch and if you have other problems, go to
[url="http://forums.qhimm.com"]forums.qhimm.com[/url]
that's where I learned all I know about fixing and improving Final Fantasy VII
Good luck have fun,
ProtoArmor