@reklaw vahn: The few short "guides" do tell what you're supposed to do (since I didn't get any help either but got things working), but I guess it's not extremely clear. I'll try to clarify things.
You only have to hit A once. Or... probably the better way to put it is... only the first A matters. You can hit A to connect to Pokewalker whenever you want and it won't change anything. The only A that matters is the first A when you enter the game. I.e. that happens before the continue screen. That's what a delay of 0 means.
For natures, RNG Reporter currently does not directly support how to find out nature "very easily" but it can be done with the Researcher option. Here is what you need to do to find out nature:
1. Copy your seed (and note your Wondercard Frame).
2. Paste your seed into Researcher. Select IRNG.
3. In Custom 1, change the calculation to 32bit, %, and 24. i.e. 32bit of the pid mod 24.
4. Change your max frames to at least a few thousand (optional, but the nature you want might not be available if you don't advance enough frames).
5. Click Generate.
I'm assuming you know this already, but the number of pokemon you need to catch to advance to the frame you need is (wanted frame +1 ) /2. e.g. If I need to get to frame 11, I need to catch (11 + 1)/2 = 6 pokemon. You can test it out yourself by listing out what frame each pokemon caught will be on. For Frame 11, it'd be:
1st Pokemon -> 1st frame
2nd Pokemon -> 3rd Frame
3rd Pokemon -> 5th frame
4 -> 7
5 -> 9
6 -> 11 (so you see the 6th pokemon you catch will be on frame 11).
Now back to researcher. Each pokewalker-to-DS connection advances the IRNG by 192. Each pokemon caught advances IRNG by 1. Each "Return from stroll" (as opposed to Receive Gift) seems to advances IRNG by an additional 40 (though I seem to be getting something inconsistent... so maybe don't mess with that for now?). The Custom 1 column (32 bit mod 24) tells you what nature your pokemon is going to be based on which IRNG frame you're at.
Go here to convert nature # to nature:
http://www.smogon.com/ingame/rng/pid_iv_creation (as you can see, you cannot get a quirky nature for walker pokemon because mod 24 only has a maximum value of 23).
E.g. if you only caught one pokemon, and send it back to DS via Receive Gift, your pokemon will be on your seed's frame 1, and your pokemon's nature will be the nature number (i.e. Custom 1 value) of IRNG Frame 193 (1 Connection + 1 pokemon = 192 + 1 = 193).
(Just another example)
If you want to catch a pokemon on frame 9, you will need to catch (9+1)/2 = 5 pokemon, so if you do some simple math, you'll see that you need at least 2 walker-to-DS connections. Catch 3 pokemon, transfer back, and then catch 2 more. You can always "Receive Gift" WITHOUT catching (and thus transferring) any pokemon, and IRNG will still advance 192. That's how you advance the IRNG to get the nature you want (and that's also why I suggested to generate a few thousand frames).
Assuming you didn't do any empty Receive Gifts...
1st pokemon will still IVs of Wondercard Frame 1, nature of IRNG Frame 193. (192 + 1)
2nd pokemon will have IVs of Wondercard Frame 3, nature of IRNG Frame 194. (192 +2)
3rd pokemon will have IVs of Wondercard Frame 5, nature of IRNG Frame 195. (192 + 3)
4th pokemon will have IVs of Wondercard Frame 7, nature of IRNG Frame 388. (192 + 192 + 4 ->remember 2 connections.)
5th pokemon will have IVs of Wondercard Frame 9, nature of IRNG Frame 389. (192 + 192 + 5)
6th pokemon will have IVs of Wondercard Frame 11, nature of IRNG Frame 390. (192 + 192 + 6)
If you did 1 empty Receive Gift before catching your first pokemon, then your 1st 6 pokemon will, instead have natures of IRNG Frames 385, 386, 387, 580, 581, 582 (just added 192 to each).
There are some additonal info, but that's probably enough for now. Hope that helps.
EDIT: Also, in case it wasn't clear in the "guides" (in quotes just because it's more like pieces of info here and there not all together). To get a delay of 0, you need to change your year. Each additional year decreases delay by 1, so when you're searching for a spread, you have to make sure you're only searching for delays of 0 to 99 (starting year 2000), since you can only change your DS time to year 2000 to 2099.