Troops can move at double speed. If they start their move within 8" of an enemy, they must pass a Leadership test to do so.
Marching at the double allows troops that are away from the heart of the battle to move more rapidly. This represents the swift movement of reserves to a critical area by means of a rapid march and helps to ensure that units do not get stranded away from the fighting.
Marching troops move at twice their normal Movement rate, with weapons sheathed or shouldered. They are literally 'going at the double'. A unit on the march is not permitted to reform, as this would disrupt its movement, nor is it allowed to move backwards or to the side. It can wheel as normal, as you might imagine a column of troops would in order to follow a road, for example.
It's also worth noting that a unit that has marched in the Movement phase cannot shoot missile weapons during the Shooting phase, so think carefully before you commit your missile troops to a march.