Ok, check that when you release the throttle, it closes completely. And that when you apply brake the throttle doesnt close any further. After you have done this, you can go and set your idle screw.

If when you start your car, and the car wheel's begin to move without any apply of the throttle, this means you need to either re-grease your thrust bearing or changed it because its damaged.

You should check the clutch: the ball bearings, thrust bearing and the setting. You should bench set the low-speed needle and idle needle and use Josh Cyrul's method (like AndyT already posted). Check your glow plug, sometimes worn out glow plugs will make the engine stay turned on but die when you let go of the power.