As we've heard from many accounts, foreigners traveling in North Korea don't have much freedom to walk where they'd like. Mr. Bradley Martin had trouble in 1979, and those visiting the country today still get the same advice:
From Wikitravel: "[U]nless you have the explicit authorization of your guides, you are not to wander anywhere on your own, not even outside of the hotel. If you are courteous to your guide and toe the line, a brief walk around the hotel grounds alone may be possible, but always ask first. Do not take pictures of anything without explicit approval of your guides. The best rule of thumb in North Korea is to always ask for permission from your guides before doing anything at all."
I'd like to recommend another account as contrast. It's a very funny article written by an American man who spent some time working in Beijing. He went for a walk, accidentally wandered into a top-secret aerospace complex, and was apprehended by police. It kind of made me want to go to China.