Ok mate.. the walk cycle its self is pretty good.... the foot rolls can use a bit more tweaking but your well on your way for your first walk cycle.

As for the new scene im pretty sure he's snapping like that because you moved him form point a to b most likely moving the foot controls.

Rember the walk cycles is static so you cant actually move him to get him to walk just by keying the foot controls.

There are 3 ways you should be able to fix this, keep in mind you will need to spead a bit of time to make sure that the movment of the character is the same speed as the scene.

1) Group you whole skeleton so you can move all of him to point a to b with out moving the foot controls.

2) Move the ground to give the apearence of him actully moving not static

3) Nice camera movement

Give me a a few mins i post up a example of each way you can fix it