That's weird. Maybe it can be an auto run event, just as leeto said, but normaly an auto run event won't let you change the player direction.
I would bet that the problem is with the Tileset configuration. But if you say there is no problem, welll...
Maybe there are events blocking the way of the player, be sure to add them the throught attribute. Maybe there are blank empty tiles on the second and third layer, which are not passable.
no offense but doesnt that smilie look like hitler? (i just registered and have never seen that smilie before.)
That's Hitler, just look the image direction:
http://rmrk.net/Smileys/default/Nazi_Smiley.gif