I have had an amazing problem about IK and FK mode. Snap is used to copy the animation from IK to FK or from FK to IK. So, normally, When i do an animation using IK and FK mode, I can finally run it in each mode without loss for any motion. but in http://www.pasteall.org/blend/34672 , I remark that when i run it in IK mode for all bones, the hands did not move. What is the problem?
When editing the walkcycle action alone (file has the same issue as in this question) you haven't properly keyframed the IK-arms. In the timeline set the VisualLocRot as keying-set:
Go to the keyframes in IK mode and place the hands where you want them to be. Thereafter you can switch seamlessly between IK and FK mode.
Sandler answered your question on point. Blender cannot "automatically" set key frames for everything. You simply need to set one key frame (try pressing keyboard key "I" over the bar that adjusts the ik/DK influence). After that, blender should record changes to that value.
A rig that has both IK and FK controls will have two separate bones that may control your character, the setting to switch between each determines which one is in control at any given time. You also need to keyframe these settings to ensure the right bones are in control.
You don't appear to have any keyframes on the IK/FK settings.
To keyframe a value you can right click and choose Insert Keyframe or press I while the cursor is over the value. You may want to change the interpolation to constant in the graph editor or set keyframes on two adjacent frames to switch between the two.