In intense situations, a persons instinct to run varies based on one's self preservation.
Henry Flemming wanted to perserve himself so he just ran. Ran like the wind, he did.
What do I think? I would've done the same thing, so I believe that he did the right thing. But compared to Forrest he ran for himself, so he is classified as a scardy cat.
Forrest Gump didn't really know what to do. They told him to run, so he did exactly what they told him.
Forrest did what they told him, but he did it because he had no idea what to do. But instead of running for himself he turned around and ran to help out the people he was with. He was going to save them, because he didnt know any better. He didn't really care about himself.
In the end, Henry is a scaredy cat. And for Forrest, he is a hero in that movie.