Just keep at it; he may not be running, just because you aren't taking Lulu...he may just be running because he can. Take Lu out of his paddock, and MAKE him run...if he wants to run away from you, then turn his game into yours. Bring a longe whip, carrot stick, or whatever, into his paddock, and when he goes to run away, flick that whip at his rear, and make him move off faster, and keep him going around the paddock for a good few minutes, then switch directions, and keep it going. After that, invite him to walk up, or start walking towards him (however you 'catch him'), and if he stands, fine, halter him, and that is that...if he goes to move away from you, then start the whole process over again, until he allows himself to be caught willingly.
"The ideal horseman has the courage of a lion, the patience of a saint, and the hands of a woman..."