I think walking is usually dependent on physical structure. If you have female pelvis/hips then you tend to have more sway, for lack of a better word, in that area when walking. The male pelvis and hip area is more parallel and therefore less sway.
Beyond that, there's a lot of variance. I had a snowboarding injury that gave me a hairline fracture in my iliac crest ... that affected the hip on that side and ever since then that hip is always titled in a little bit and I work with a physical therapist on getting it back to the proper position. Plenty of other folks have other circumstances that effect their walk.
My personal opinion is that trying to change your walk can effect your whole structure, not always for the better. I understand why having a more feminine "sway" would not be desired if you're male, but it's not always easy to change and you might experience some unwanted effects such as pain.
I found an interesting article here that was more on balance and didn't touch on walking with regards to gender:
http://walking.about.com/od/handsarmsandneck/a/walkyourselfwel.htm It mentions the way we walk is also a learned behavior, and "improper" walking can be unlearned.
I also have a pretty permanent slouch that's a direct result of when moobs started to happen. Even when I try to straighten my shoulders as far back as they will go, there's still a slight curve there. I was actually happy to see in that article though that the ramrod straight posture is actually detrimental, so now I don't feel so bad about that!
