I think you're making it too complicated. 

Open the library palette, click on poses in your download directory, click the plus sign,  give the new set a name, OK, check the body transformations box, OK, click "Multi Frame Animation" and select the frames you want to include and any relevant layers, click OK and you're done!

Since this will also save a thumbnail, you should be sure to set your animation to a frame that will be representative of that part of the walk.

I'd suggest saving into the Download library because if you ever uninstall Poser, it will delete all the subdirectories it installed, but will not remove the download runtime.

HTH,

 
<;))%%%><<