Okay, "Sanity Check" time. I'm going to go over some common problems here. Some of them will sound really basic, but don't get offended (I make all these mistakes from time-to-time myself ).

I assume you followed the steps I did above.
I also assume you have added a working A6 model to the level (i.e. sf_women.mdl).
Make sure you've attached the "PlBiped01" action to her.
- Select the model (should be red).
- Right-click and select "Properties"
- Make sure the "Action" field says "PlBiped01".

Make sure there are no other "PlBiped01" entities in the level.

Build the level and run.