If, when fleeing a fire on foot, you and your family are caught in the open, remain calm. Failure to do so can result in tragic consequences. You must remain in control at all times and think carefully about what to do.
The first thing you need to do is remove your bug-out or emergency kits if you have any. Take out anything flammable—particularly fuel. If you are wearing anything synthetic, it is best to remove that as well. Unless the fabric is specifically designed to be fire proof or fire resistant, synthetic fibers will more than likely melt instead of burn. While you may end up stripped down to your skivvies, it is much better than the alternative of being covered in a toxic plastic ooze.
If you have a blanket, coat or fabric made of dry cotton or wool, wrap it around yourself. You can also pour any emergency water you have on your clothing and blanket. Let the material soak it up. This will help you if you have to remain where you are or if you need to walk through the flames.
If you can, try to walk around the wildfire. If this is not possible, you will need to go to ground.