Okay. The Cursed are classified as Undead from the FAQ and other posts. They are immune to hand held missiles (arrows, bolts, slings,) but not Impaler bolts or thrown rocks from a Crusher.
They are the only undead in the game that CAN run!! Giving them 4" movement means a run of 6". The Quicken Undead is nasty on them, as it gives regular undead 3" move with no running allowed. They just shamble forward.
They really are a staple of a Devout force, as the Devout are not really missile oriented, except for Skeleton archer/missiles, and some Jackal Clan Crossbowmen. As a close combat force, you need a good screen to protect your force as you move across the board.