You have to clarify it with your doctor. There could be specific reasons. Normal immediate response of blood pressure to exercise is a steady rise with increasing exercise, as occurs in an exercise test. Regular exercise reduces blood pressure in the long run, not immediately. If your blood pressure is high, it is bound to go higher when you walk. Of course, it will come down once you stop walking. Especially if you have other problems which make a transient rise of blood pressure unwarranted, your doctor can advise you not to walk when the blood pressure is not under control. So once again clarify your situation with your doctor.