From my experience, you can only climb one side of a wall, the other side doesn\'t work.
Also, you need to make sure that there is nothing above you (like protruding edges from nearby buildings, possibly roofs). Otherwise your method should be OK, i.e. holding down \"forward\" and upon contact (or just before) with the wall hitting (and holding) \"jump\". At least this way I get accross walls and doors, albeit only from one side, not from the other.