Another idea would be to use a magnet and a coil. You may have seen those flashlights that you shake, and the internal magnet induces a current in the coil, which is then stored in a capacitor. If you adapt this to work while you're walking, the magnet will move and the current in the coil will charge the capacitor, which would have the light attached. If you stop, current from the coil stops, the capacitor discharges, and the light goes out.
I realize that this is really rough, will take a while to adjust so that it works, and is much larger than a pedometer, but it's another path you could take if you're interested.
Good luck!
Der Strom