How do you make character move forward?

I have a walk cycle but I want it set up so that when I press a button, the walk cycle plays but also the character moves forward. How do I do this? I tried animating the master bone in the action to move forward, but, when the animation gets to the end and loops again, it resets the character at their original position.

make a hitbox, parent the armature to it,
ensure the armature is no collision, and the mesh skinning the armature

set the physics type (I use dynamic most of the time)
select the armature and the hitbox, add

keypress-----------and------------playaction

and connect across to other object

same keypress--------same and-------------move hitbox with forces

Have a look at: The BGE Guide to Character Setup