Lysander tells Hermia, in Act 1, Scene 1, that they're going to run off together to his aunt's house to get married. But to do so, they're going to go through the woods:

A good persuasion; therefore, hear me, Hermia.
I have a widow aunt, a dowager
Of great revenue, and she hath no child:
From Athens is her house remote seven leagues;
And she respects me as her only son.
There, gentle Hermia, may I marry thee;
And to that place the sharp Athenian law
Cannot pursue us. If thou lovest me then,
Steal forth thy father's house tomorrow night;
And in the wood, a league without the town,
Where I did meet thee once with Helena
To do observance to a morn of May,
There will I stay for thee.

They tell Helena of their plans to run away, and that they're going to meet in the woods. And she tells the audience that she's going to tell Demetrius (who she loves, and who is in love with Hermia - and indeed, has got her father's word that he can marry Hermia) that Hermia is running away to the woods:

I will go tell him of fair Hermia's flight;
Then to the wood will he tomorrow night
Pursue her; and for this intelligence
If I have thanks, it is a dear expense.

Demetrius goes. And Helena follows him.

So to recap - Hermia and Lysander are escaping to the woods to elope together. Demetrius is chasing Hermia, and Helena is chasing him.

Hope it helps!