Here's another bag apparently designed for walking or at least moving around while knitting: GoKnit Pouch
However, while it might be easy to walk while knitting, I'm wondering if you could walk *fast enough* to burn many calories or exercise those muscles while knitting. I'm sure I could do something simple while walking...but not walking for fitness.
I have been going to the gym...I listen to knitting (and other) podcasts while working out. Then I knit when I get home.