To do a tango walk, I start by facing the wall, both feet, hip and shoulders pointing diagonal to wall in a CBMP position. The first step (left foot) should go crossing the body (ie 45 degrees towards the wall). That is how I can lock my knees. On the second step (right foot), I follow the pointing direction of the feet (still diagonal to the wall) in order to unlock my kness.
A friend told me that this is an old fashion way of tango walk. Nowadays, the walk does not lock the kness and unlock the knees. Is my friend right?

You will not be in CBMP (opposite side lead) position until midway through the left foot walk. The right foot walk will then take you out of CBMP and return you to a same side lead position.

I would not quite call CBMP a locking of the knees, but it is a closing of the thighs. In a locking action you move one foot in such a way that it's path is blocked by the other; in an ordinary CBMP step you pass the moving foot through and place it on or across the line of the standing foot.

Many people do the tango walk incorrectly. Either they do not achieve CBMP, or they do but they over-exaggerate the right side lead to the point where they loose the left side priority of the hold. (A well executed right side lead is NOT a mirror image of a left side lead)

Thank you Suomynona for clarifying the tango walk concept.
When you talked about the right shoulder lead, I would like to mention my problem with the tango rock:
Rock backward (left foot); rock forward (right foot)--- I have no problem on these 2 step. Then it comes to go backward on my left foot (slow); I start with a square position and always try to do a right shoulder lead as I go backwards, which I consider this to be a tango style. My partner would complain right away that I have pulled her out of balance.

If I don't do a right shoulder lead, I can lead her without a problem. But I do not have the tango feel. Which way should I go?

Tango Dancer. After I follow Suoynona and your advice, I revised my walk as follows:
I start with my partner in square position,feet and body facing the wall. On step 1, I use CBM so that at the end of step 1, my body, shoulders, feet are pointing diagonal to wall with the head facing wall. ( in a CBMP position).
On step 2, I do a side step on the right foot, so my body moves towards the wall although my body and head are facing diagonal to wall when I was moving. At the end of step 2, my feet, body, shoulders are all pointing diagonal to wall in a square position.

I feel very comfortable with the above movement. It ties in with your concept that if I did the 1st step right, the 2nd step would come it easily. However, my teacher insisted that the 2nd step of tango walk should not be a side step. She insisited that the 2nd step should go forward in the same direction of the feet after I finish my step one.

I am more inclined to your concept. What do you think.

Your head should not be to wall with everything else to DW!!!

CBMP is the placement of the moving foot on the track of the standing foot. Draw a line extending your right foot and that is where you should place your left foot in step 1.

Extend that line in the room and that is about where you should place your right foot on the second step, however by the time you arrive your foot will land somewhat sideways to that line.

You next left foot step will go in a new direction, so that if you did only slow walks you would complete a large polygon - a circle approximated by many straight sides, each consisting of a pair of walks.