This robot is my first 'real' walker. It can be built from the parts that come with the 8527 set.
However, you need three more (4 in total) of these 40z gears. Building instructions can be found below.

There are two programs available, for RobotC and for NXT-G.

Click here for the NXT-G program.

Click here for the RobotC program.

Click here for building instructions.

The last steps in the building instructions are very important.
The robot will not walk if you don't build it as shown it the building instructions.
Before running the program, make sure that the legs are in the same position as in the last steps of the instructions.