ISP: Sonera/Telia
Type of Internet Connection: DSL
Internet Connection Speed: 8/1Mbps
Date & Time: Feb. 26, 2012 18:01 EET (UTC/GMT +2 hours)
Frequency: Always
Character Name: Dragoy
Race: HumeM
Main Job: Ninja, Lv.95
Support Job: None
Area and Coordinates: Bastok, Jeuno, Mog House, Any
Party or Solo: Solo
NPC Name: None
Monster Name: None
Steps:
  1. Press, and hold down num-pad key 8 (up-arrow) while the camera is viewing from behind the character (moving forward). While up/forward is used here as an example, any direction would work.
  2. Press, and release num-pad key 7 (Home) to activate auto-run/walk (works with run/walk).
  3. Press, and hold num-pad key 2 (down-arrow) for more than a second.
  4. Character will not stop, unless the 2/down-arrow key is released within less than approximately a second while normally it would turn the character immediately.
While this has the 'advantage' of one being able to auto-run/walk in circles no matter what the camera-angle is without it being cancelled as it normally would when triggering movement backward, I do think this is not intended. It still does cancel, if the key to turn towards a side is released at certain point(s), however.

Tested with a mouse as well, but not with a game-pad though I'm quite sure it happens with one of such just as well.