This rule is not part of the regular rule book, but is an expanded explanation from the Official 7th Edition FAQ from December, 2006.

If a unit of skirmishers wish to flee, it follows the following steps described here. First, the closest visible skirmisher flees directly away from the centre of the charging unit by the distance rolled. Then, every other fleeing skirmisher is moved by the same distance along the same (parallel) direction as the first, trying to keep the skirmishing unit as much as possible in the same formation, as shown in the diagram below.