Generals and outrunning their own bodyguards

[Pnakotus]

Is there a way to restrict a fast general to stay with a unit? I enjoy heroes slicing up the enemy at the front line, but if they're mounted, or even worse FLYING they'll almost always outrun their guards unless you've got equal speed units. In the early game it'd be nice to have an uber hero actually stay with the heavy infantry or whatever: I haven't been able to concoct a system of orders that achieve this.

And yes, I ask because in my last game my best hero got the 'action points' hall of fame thing, and now outruns the cavalry that used to guard him.