Hmm you could try Milkshape, anim8or or 3D Canvas pro. There are other ways of animating a model other than rigging it. You could try frame animation, not sure which modelling programs support this but its alot like claymation, adding a new frame of animation changing the models pose, saving that and the making a new frame and repeating the process. you could probably make a really rough walking animation like this with around 10 frames per leg.
-UPDATE- having just played your gm demo I'd suggest NOT attempting to make a 3D game yet.