Start running (W)
Press and hold left control (if you were sprinting (shift) and have a weapon, the sprint gets canceled and you run with default run speed. Pressing or not pressing shift doesn't make a difference)
Get damaged by something (by jumping off a building or getting shot)
Get damaged enough so that your character should be walking slowly and unable to run
Observe that you are still running as long as you never stop and never release control
Release control and you will move slowly as you should