I'm a little confused about what to do when your Angelgotchi goes for a walk. I have a peal white Japanese Angelgotchi and whenever the door appears on the screen, I heard you're supposed to highlight the praise icon and tap the screen, but when I do that the door opens a little bit and my Tamagotchi comes back, but it plays the sound it makes when your Tamagotchi is sad. Are you not supposed to call it back from it's walk, or am I just doing it wrong?

Mariko, that's exactly what your supposed to be doing! Angelgotchi's go a walk once or twice a day, and the only way to get them back with you is by going to praise icon and tapping the screen. When your character comes out of the door its not sad, its doing an activity, like most people do when they are 'outside'. Just keep on going, it raises good deed bars as well :D

Oh, I see. Butbut, it plays the sad/update noise, and I was like ahh what did I do wrong?! =-X

That's just because you've surprised it. Calling your angelgotchi back to you does not effect your Angel's happy hearts, even if its got a sad looking face.
There is nothing wrong at all with calling your Angelgotch back when its having a 'stroll' (as Bandai put it), in fact its for the better, the more good deed bars and AP (Angelpower) you get the healthier character.