This excerpt is from page 12 of the Warhammer Annual 2002 in the section titled, "THEY'RE ALL AROUND US!"

A rare circumstance, but possible nonetheless, is that a unit breaks from combat when surrounded on all sides. In this circumstance, it is impossible for the unit to flee without moving through an enemy unit. Looking at the miniatures you may think that there's no way out and they should be destroyed. However, if this were the swirling combat the units represent, and bearing in mind that the unit fleeing is no longer a coherent formation, you can see how individual fighters could break through the throng and head for safety. In this case we are left with the first priority move as directly as possible away from the cause. In close combat the cause is always the enemy unit with the highest Unit Strength so the fleeing unit will move directly away from this enemy unit (see diagram 5, below). Once clear of the enemy, the earlier priorities come into effect.