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If your legs seem to be more muscular after a while on a walking or running program, you have probably lost some fat tissue from your legs, making the muscle more apparent. This is generally a good thing, but if you feel your legs are too muscular, you can try doing some other types of exercise. For instance, try alternating biking, skating, rowing, or aerobics with your walking. You will still get the cardiovascular benefit and burn calories, but vary the way your leg muscles are used.
I really can't imagine why this would be a bad thing! If anything, most people would love to have more muscle on their legs or any where for that matter.