Do not look back until you see another person or vehicle on the road or path, failing this find your way to the nearest building and go inside - only then may you relax.
Should you look back the man will appear to have vanished, yet as soon as you turn back he will be waiting in front of you - at which point he will promptly lift you up and carry you into the night.
Should you follow the man off the road or path, he will lead you to a dark and lonely place before appearing behind you and carrying you away...
Another word of warning, when approaching do not speak to the figure - doing so will cause him to fly into a rage and charge at you, at which point he will throw you to the ground and drag you by the legs for several hours before releasing you, often in the wilderness or remote area far from home.
According to legend the man is a fallen angel who wanders the world seeking companionship following his Fall from Grace, having been driven mad in his loneliness and sorrow - thus has taken to kidnapping unwary souls.