Firstly, because by the time they noticed him, he had already built up great momentum, and was almost at the wall, and even if hit by arrows or a spear, someone running is going to take a bit of time to stop when they're running that fast. Secondly, he was a berserker, which means that he in all likelihood didn't feel pain the way we do, or even the way a normal Uruk-Hai does.
This is the Wikipedia explanation of the word berserker:
Quote:
Berserkers were Norse warriors who are reported in the Old Norse literature to have fought in a nearly uncontrollable, trance-like fury, a characteristic which later gave rise to the English word berserk.
Someone like that isn't going to stop what he's doing just because he's being attacked. Short of actually having his head cut off or something like that, there is very little anyone would be able to do to stop him.