Walk goes so badly with dog upset? (5-4)

'walk' is the definition.
(goose step is a kind of walk)

'goes so badly with dog upset?' is the wordplay.
'badly' indicates an anagram (letters in the wrong order).
'with' says to put letters next to each other.
'dog' becomes 'pet' (dogs are often kept as pets).
'upset?' is a reversal indicator (I've seen 'upsets' mean this).
'pet' backwards is 'tep'.
'goes'+'so'='goesso'
'goesso' with letters rearranged gives 'gooses'.
'gooses'+'tep'='GOOSE-STEP'