A few summers ago, I went backpacking in the New Mexico mountains just across the Colorado border. Backpacking is a fairly strenuous activity, made even more so by the relatively high elevations of much of New Mexico but strapping on a 50 pound backpack and charging up and down mountains can be a very satisfying experience. The nearest city was more than an hour away and the only man-made sounds we heard aside from our own was the passenger jet that flew over at 2:15 every day. Being out in the wilderness, far enough away from humanity that you can't even hear the sounds we make, tends to make one feel small and the world large. The night sky is not a canvas with flecks of stars painted on it but rather a deep and endless void that one might fall into at any time.
Life in the wild, where life is so much more difficult to maintain, falls into a ritual. Wake up, put on boots, take down tent. Hike, eat breakfast, hike, eat lunch, hike. Get into camp, set up tent, eat dinner, take off boots, sleep. There aren't too many people to talk to and there isn't much to do besides become good friends with your psyche. The repetitive nature of life in this state and the lack of distractions makes achieving a form of walking meditation easy. So easy, in fact, that you can do it unconsciously without even knowing what walking meditation is.
Meditation is, in many ways, the merging of the mind and the body, becoming aware of yourself. Most of the time we ignore the sensations that our body gives us. We tune out the sounds of our heartbeat, the feeling of air entering our lungs, the pressure of our footsteps. Walking meditation puts our minds back into contact with our bodies so that everything is deliberate and nothing is ignored.
The first step to achieving walking meditation is to walk (or jog). Anywhere will do but the more natural the setting and the fewer distractions the better. As you move you should fall into a natural rhythm, breathing in for a few steps and out for the same number of steps. You can count the steps in your head or just let the cycle happen. Repeating a mantra or focusing on something can also help: I frequently read and reread the brand of the hiking boots or the backpack in front of me, breaking the word down into syllables and thinking one syllable per step.
After a while of this, you'll notice that your thoughts tend to drift across your awareness without you actually thinking about them. Sort of like you're inside of a soap bubble and the thoughts are skimming the edges; you can watch them but you can't touch them without breaking the bubble. Let the thoughts drift in and out, live the daydreams, relive the memories, and enjoy the sense of satisfaction with the world.