How to resolve "dial unix /var/run/docker.sock: no such file or directory" error

Quick note for anyone else who encounters this error when using the Docker runner:

gitlab-ci-multi-runner 1.0.1 (cffb5c7)
Using Docker executor with image php:5.6 ...
ERROR: Failed to create container volume for /cache Get http://unix.sock/v1.18/version: dial unix /var/run/docker.sock: no such file or directory
ERROR: Failed to create container volume for /builds/mchelen Get http://unix.sock/v1.18/version: dial unix /var/run/docker.sock: no such file or directory

Make sure to use:

docker run -d --name gitlab-runner --restart always \
  -v /var/run/docker.sock:/var/run/docker.sock \
  -v /srv/gitlab-runner/config:/etc/gitlab-runner \
  gitlab/gitlab-runner:latest

Source: https://gitlab.com/gitlab-org/gitlab-ci-multi-runner/blob/master/docs/install/docker.md