2k3 or XP?
It shouldn't matter, as if I recall correctly, both of them have this option. But, in the event page, down next to the graphic there is a Move Route option, and you can set that to Fixed, Random, Approach, or Custom. Just set it on random.
In Xp Legal, it is under Autonomous Movement: Type (should be to the direct right of the graphic). Not sure of the wording in 2k3, maybe Movement Type or something like that. I think it's right below the graphic in 2k3, but I'm not sure.