It should catch up, possibly by teleporting, if you get too far ahead.
Try a mage head. I didn't test the ranger head much in the original release of D2:ED, or at all in DKS, but comparing a warrior head to a mage head in both versions, I found it wandered a lot less and was more aggressive / helpful with a mage head. Some people like the warrior head (and its Fatality skill), but I used a mage head with my warrior in D2:ED and ranger in DKS.
