Problems actions in Blender 2.58

I have a problem with Blender 2.58. What I used to do with 2.49, is create a new action, name it walk, attack, death etc. then while that action was selected I could just save keyframes to that action. With 2.58, I go to dopesheet, action editor and create new action. Now if I save LocRotScale, it creates some new random actions name after different objects. I’d like to have all those things listed under that one action, so it will work nicely with Unity. I’ve tried searching the web for answer, but so far no luck.

Basically, I want to save my animations under different actions for game development purposes. I must be doing something wrong, but I don’t know what. Any help is appreciated.