New dog always runs away

I have a specific dog training problem.
We recently adopted a 2 yr old Shi-Tzu/mix. The problem is that she will almost always run off if not leashed. Not run far, we usually can catch her 2-3 blocks away but we are worried about her getting away and getting into trouble.
Now for the full background:
This dog was "rescued" from owners who were forced to get rid of dogs because they had more than the city allowed. She had puppies when we got her but they are adopted now. When she had puppies she was sent to a barn so some neglect there. Vet said this was her second litter. Not fixed yet but scheduled in a couple of weeks.
The running away is confusing because she is soooo affectionate, cuddly, and comes when called inside the house.
When she runs off, calling and chasing her makes her run faster. The only way to catch her is to follow at a distance and slowly catch up to her when she gets distracted by something.

Any training suggestions would be appreciated!