Meshes and Movement

I have a skinned mesh that has two animation sets; one standing still and one walking. Obviously, the mesh will contenue to loop through the standing animation until a movement key is pressed, then it will transition to the walking animation.
This part I have figured out. The problem I am having is once the movement key is released I need to transition back to the standing animation. Every thing I have done so far either transitions to one frame of the walking animation and then goes back to standing, or just does not work at all.
I think my original line of thought is flawed from the begining, so I was wondering what would be the best was to do this, using DirectX?

You can either keyframe it or you can get a 3D modelling program that will create transition models via skinning and bones.

Caligari Gamespace supports skinning and bones and allows you to do just this.