How to improve walking with Arrow Keys
Step 1: Change your keyboard properties.
Start -> Control Panel -> Keyboard
And make sure "Repeat Delay" is slow, and "Repeat Rate" is fast (all the way maxed to the right.)
A good way to tell if you're affected by your keyboard speed is if you can map click anywhere on the map, and your character runs there without any problems or stalls, and then when you try to manually walk there using wasd/arrows, it's choppy, this will help. If you're still choppy when using autowalk, you probably did something dumb (like living in Canada - starting on a German server) or it's your ISP.
Step 2. Change your registry settings
In "Search Programs and Files", type in "regedit.exe" (run it as an Administrator.)
Expand "Control Panel"
And you should see some values on the right:
Double click on "KeyboardSpeed" and change the value (usually default it's 30, change to 80). Click in "Ok".
Try running around in-game now with the arrows, there should be no delay just as if you map clicked.