Why was Montag first afraid to run?
At the beginning of Part Three, Beatty tells Montag that he must burn down his own house because he is guilty of possessing books. When Beatty instructs him to use the flamethrower, Faber whispers in Montag's ear:
"Montag, can't you run, get away!"
But Montag immediately dismisses this idea:
"No!" cried Montag helplessly. "The Hound. Because of the Hound!"
In response, Beatty confirms Montag's fears and tells him that the Hound is out in the neighbourhood, waiting for Montag to try and flee the scene.
Montag's fear of the Hound was first established early in Part One when the Hound growled at him one evening in the firehouse. Since then, Montag has been wary of the Hound and feels that it can sense his inner rebellion. In addition, he knows that if he runs, the Hound will sniff him out and kill him because it is programmed to do so.
I think that you are probably talking about the part of the book where Montag has gotten to his house with the rest of the firemen. They have been called to the house to burn it down because of Montag's books.
When they are there, Montag has the "bullet" in his ear and is in contact with Faber. Faber tells him he has to run away. But Montag does not think it is safe to run. The reason for that is the Hound. He says "NO... The Hound... Because of the Hound."
Soon after this, though, he has no choice but to run because he has killed Beatty.