Hmm not sure what you could be doing wrong as I don't really know what you are eating. Losing weight really really depends on what you put in your body. Also, how much water are you drinking? Maybe you need to start doing something else other than walking or pick up the speed and intensity at which you walk.
I am currently doing the beachbody Insanity program for exercise. Don't let it get you down about the scale. If you're just starting keep in mind it's going to be a journey and take awhile. Your body could be getting used to the changes!