Scoring a run out with runs depends on the Auto End Ball (Runs Scored) setting, so please check this before reading the below.
If this setting is ON, then Wicket must be clicked first, as clicking the number of completed runs would just score those runs, and complete the details as usual. However, untick the End Ball (0 runs/extras) checkbox before clicking OK, otherwise just the Wicket will be scored:
The Wicket button will be highlighted, and the number of completed runs can now be clicked to score the runs and end the ball.
If the Auto End Ball (Runs Scored) setting is OFF, the run out with runs can be scored as above, but as clicking the number of completed runs will not end the ball, End Ball will need to be clicked to commit the dismissal. However, in this mode it is also possible to click the number of completed runs first, as this will not end the ball, and then open the Wicket dialog and enter the Run Out details. In this situation, End Ball (0 runs/extras) does not need to be unticked, as End Ball will still need to be clicked to commit the dismissal.