Keyframe not saving some armature's movements

Hi! I’m new to blender and even newer to animation.

I was working on animating my enemy model for the game I’m developing and everything went fine with the first leg I animated. However when I went to edit the second leg, I discovered that it wasn’t being saved in the key frame (i guess) for some reason and instead was edited so every frame had the leg in the air. The record button is on but nothing seems to be changing in the key frames but the other leg edits without a hitch.

Any idea why this could be happening?

Thanks!

In your dopesheet on the bone list, is the lock icon beside the bones locked? Or the speaker icon off?

http://oi44.tinypic.com/9gf05y.jpg