I've seen this one but I couldn't pilot it, when I saw it there were too many people and not enough time and patience, so they selected only 2 or 3 people out of the crowd.
It is already 2 times faster then when this movie was shot. They have a couple of them around in Japan already, and most of them are made by rich amateurs who watch too much Gundam. And my university is building one as well, a little shorter though.
About the wheels, they don't have any kind actuator connected. Instead they have brakes. It is easier to explain using an example: suppose that the robot will move one step foward. In that case, it will move in the right leg forward while keeping the brakes on the left leg, and then brake the right leg and move the left one. The legs almost don't lose contact with the floor ( yes, they lift the leg while moving a bit but it is insignificant when going foward or backward).
The biggest disadvantage: it takes about 3 min for an experienced pilot to turn around itself 90 degrees. And sometimes it falls.