Call of Cthulhu

I've recently started playing Call of Cthulhu RPG (i'm doing the classic campaign "Masks of Nyarlathotep" from the 1920s).
It's different from everything i've ever played before (D&D and Mutants & Masterminds), although we do seem to be taking the D&D approach to it (kill first, ask questions later), instead of the expected CoC method of playing (run away and try to disbelieve what you just saw).