While playing, walk Up to any wall. Turn away from the wall, then hold A and
press away from the wall. (I.e., if the wall is on your Right, face Right, hold
A and press Right.) The instant Conrad Starts to run, release A and face
toward the wall. He should be able to walk through it. Note that this appears
to be a bug, as if you walk through a wall with nothing behind it you'll die or
crash the game.