David's successor at Aston Villa, Peter Schmeichel, is well known for doing it if his side is losing late on, but David insists: "I don't intend us being 1-0 down!"
Walker ended up getting on the end of the corner, but shot over, and David says: "It was his left foot he shot with fortunately because he strikes the ball well with his right foot.
"In desperate times people take desperate measures, but it has gone over and we have then won the game."
Of the match in general, David was relatively pleased even though, as he admits, it wasn't the prettiest of spectacles.
"I wasn't overworked, which was nice. Shot wise, I think Dennis Wise was the only one that half tested me in the first half and I made one save in the second half that I was happy with, but it was offside anyway.
"It was more the scrappy stuff and there were a few times when perhaps we could have dealt with it better.
"But the result was the main thing and the performance was second. Considering the opponents and what we had to play against it was spot on.
"It had been a disappointing result against Leeds, but they were top of the league and played better than us on the day.
"On Saturday we continued what we had done at Macclesfield. We adapted to both games, and it wasn't about fancy football.
"It is difficult to get consistency in your team if the other team is going to lump the ball forward all the time - it isn't easy adapt to and win games doing it."
Meanwhile, David James says that the club will move forward whether Paolo Di Canio does eventually join Manchester United or not.
No further contact has been made from them since an initial offer was rejected, but David says: "It is no use mourning over players that leave the club. At the end of the day it is about West Ham United performing, but it would be nice if the whole thing resolves itself sooner rather than later, so everyone is clear and can concentrate on what is going on.
"Paolo has become a good friend to me at the club and he was the first to say hello to me when I came. I'd like him to stay but if he doesn't the squad just has to get on with it.
"If Paolo wasn't here it is not to say we wouldn't have won on Saturday, but fortunately he was because he scored the goal.
"For the team it would be nice to know who the full squad is. It is unfortunate that this is the environment we work in so it happens, but for the sake of everyone involved it would be nice if it was resolved."