3D Studio Max is a wonderful application.
My school students and I tryed Trial version (8 and 9), here you can see some pictures and movies from these experiments.
For the walking girl I used DAZ Studio.

Go to dowload area or click links below:
Simple animation
Cylinders animated with bones
A man walking in the street
Particicles animation
Physics simulation
Visibility animation
Walking in city street (slow version)