Cochrane is incredibly uncomfortable with the hero worship he’s getting from the Enterprise crew. The tipping point is Barclay fangoobering him and La Forge telling him about the statue that will be erected in his honor (and also that he went to Zefram Cochrane High School), and Cochrane runs away. Riker and La Forge catch up to him, but he refuses to go back (“I don’t want to be a statue!”). Riker finally just shoots him on stun and has done with it.
Also check out Emily Asher-Perrin's look at Generations. Look for Insurrection and Nemesis next Tuesday and Friday, respectively.