I don't think I have ever had anyone ask me to run errands for them. If it did happen, I would probably think it was a joke, and say something like "sure thing". Then when I came back empty handed and something was said, I could really say I thought they were joking and laugh. Their only response would be either laughter to save face, or anger which would also make them look bad.
Even thinking about it makes me laugh, talk about nerve. However, I agree that if you do it, you should be compensated.