My threadmill counts the calories I burned although I have never enter my weight so it can calculate calories based on that. How does he do that ? Should I trust the results ?

It's just estimating the calories you burn based on assumed average body weight. Does it at least ask if you are male or female? If it knows you are female, it probably assumes you weigh around 150 lbs. I think that what the machines typically assume. If it isn't even asking if you are male or female, then who knows what it assuming for your body weight.

So, unfortunately, no you shouldn't trust the calories it says you are burning, unless you do actually weigh 150 lbs. But even if you could put in your weight, so there are so many other factors that impact how many calories you burn (the temperature, your heart rate, your body fat %, your own metabolic rate, etc.) that the machine still wouldn't be accurate. And, on top of all that, most of the machines are programmed to overestimate the calories burned--see the sticky on Are the Calorie Counters on the Cardio Machines Accurate?

The bottom line is, any calculation of calories burned by exercise, whether it is done by the machine or by an online calculator is, at best, a very rough estimate, and, at worst, completely wrong. Don't trust any of them. Probably the closest you would come to an accurate estimate of calories burned is if you have your own heart rate monitor (the heart rate monitors on the machines rarely work properly in my experience--once the treadmill reported that my towel had a heart rate of 200 bpm :lol).

well no it doesnt ask if i am male or female, nor my weight.

how many calories should i burn approx if i do fast walking at 3,5 for about 30 minutes ?

It depends how much you weigh, but a fast paced walk for a woman of around 150lbs can burn anywhere from 3 to 5 calories a minute, as opposed to high intensity cardio which may burn from 8 - 11 cals.

I weigh 140 lbs and when I do a Leslie Sansone walking dvd, which is a moderate pace "walk" (supposedly equivalent to a 4 mph walk), I burn about 100 calories per 15 minutes (measured by my heart rate monitor). I don't know if that helps you any or not?? Typically if you weigh more, you'll burn more calories, and visa versa.