Hello Exilea.
I just checked Walk Designer in Poser 5.  When you apply the walk/run to the Walk Path, you have several options.  By checking the “Transition from pose at path start” and “Transition to pose at path end”, that should resolve your problem of the pose.  You can even set how many frames to use for the transition.  You can also check “Always complete last step” so that your character doesn’t stop mid step.  You can even decide which frames to start from and end in.  I noticed that at the end of the walk, the character is quickly dragged to the beginning location.  This is easy to fix.  After applying the walk, simply delete the frames where the character is dragged.  Then you can add a few frames, pose the character in the last frame, and the program will put intermediate frames in the untouched frames.  Going from a walk to a run is a bit trickier.  For that I would create the walk and run scenes separately, save them as multi-frame poses, then apply them.
If anyone else is reading this, who has actually used Walk Designer, please speak up.  I’m just guessing and experimenting.  I’m sure there is a better way.  Well Exilea, I hope this helps, but if it doesn’t, be sure to speak up.  That way more experienced Poser users know you still need help.  I wish you the best of luck.
               -David