Regulus had the very smart and very bright idea to escape his parents' house (neither of those are true). He makes sure Sirius leaves as well, despite being the younger of the two. Sirius, of course, goes to Remus' house. Regulus goes to James's. He packs a bag, making sure he's got the essentials, and then leaves. He knows the way to James's like the back of his hand. And he makes it there unharmed, thankfully. Exhausted, out of breath, and slightly nauseous, he knocks on the door, trying to catch his breath. Please, somebody open the door, he thinks. He doesn't know what he'll do if he has to go back.