In a human run, or walk for that matter, you are constantly falling forward off balance and your natural instinct is to bring the best leg forward to stop your fall. It's there abouts that you release and bring the other leg forward. The holding of the arrow key 'kicks' the forward moving leg or, more precisely, the foot, out to the front of the stride. If you watch the legs in the first few strides instead of the foot, you will start to bring the back leg forward at the right time - basically when it can't go back any further - and, therefore, at the right time. It says to use the arrow keys to 'bring the back leg forward' or something like that. The trick is mentioned in the tutorial for all those people who said the tutorial doesn't explain how to play.
