C.G.
Adrian,
Frontload (tell them exactly what you expect before you leave the house) your kids with something that sounds like this; we are going to the store and the two of you need stay with me in the same aisle where I can see you. I cannot let you run because it is not safe or respectful in this public place (articulating your "because" or reasoning is important to help your children understand the values of their family). Tell them you are so sorry for not addressing this problem earlier and letting it become a habit and you know that habits are hard to break, but that this is not negotiable (safety and regard for others is NEVER negotiable).
Follow-up by telling them that you will give them a reminder and then if they do not have self-control you will go home immediately (I realize this may be exactly what they want, but read on - this is not the consequence). If you go home, they can run around and play, but they will not be able to go on park visits, playdates, etc., until they can exhibit self-control in the presence of others. To make that consequence more immediate, stage what I call a "magic phone call" - a fictitious invitation to the park to which your respond, "I am so sorry, we would love to go, but the girls are having trouble following directions. We are working on those skills, so please call us another day when we might be able to go."
Good luck.