I've never found a way to control him; he's always getting into trouble for me too. What I found, though was that (on easy mode at least) you could usually leave him on his own for a while, clear out the enemies NOT near him, and then come back and carefully eliminate the ones that are attacking him. He seems to be pretty hard to kill.

Of course, I don't think that'd work as well on any difficulty higher than Easy...

Yes, actually, you can run... however, you normally DO run. You can hold down a key to make Havoc walk and go slower, but your normal movement speed is Havoc's run.

I don't think there is anything faster than your normal run speed.

As for the manual, have you tried the tutorial? It covers pretty much every part of the game you'll need to know.