I sometimes use the "transition from pose at end" option, but mostly, I just switch camera angles, "Memorize All" on the last frame then restore all at the first frame and start from there with a new scene. Also, as TrekkieGrrrl says, it's helpful to apply the walk to the Base Layer, not a new one. Adding layers adds a whole new level of problems! That is the most likely cause of them returning to start at the end of the walk cycle.  I also use PoseMagic to pose them after the walk cycle. That way they still keep the end pose, but you jsut add on to it. **
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