I was also having this problem with the built-in methods that come with the person builder classes.
Here's a link to a tutorial that describes how to program characters using the built-in walking animations to walk while a key is pressed.
http://programminginalice.wordpress....-in-alice-2-2/
It pretty much uses the method suggested by x2495iiii, using a finite state machine to control the walking animation, and changing the state of the FSM at the beginning and end of the while key is pressed event.