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From what angle can we assume that the rain is approaching?
make you assumptions ;-)
I learnt this in my physics class. It doesnt matter whether you run or not becoz you will get the same amount of rainfall. I have tried experimenting whenever i had a chance and i found out that you get drenched more when you do not run. :) .. it lead to too many colds.
The Mythbusters tackled this in 2 episodes. Apparently in moderate rain it's better to run. http://kwc.org/mythbusters/2005/10/episode_38_mythbusters_reviste.html
Assuming horizontal rain, then I would run in the same direction as the rain. :-)