The other confusing thing (OK, one of the other confusing things) is that I do have a walking foot (otherwise called an interchangeable dual feed foot, depending where you look), but neither free motion setting requires a walking foot. The manual says that this foot can be used with stitches that are not just straight, so presumably I would use this with the first setting...
I know I used this foot when I quilted my last quilt, but I'm pretty sure I didn't use a free motion setting - I just did lines of serpentine stitch, and it all worked very well. Astonishingly so.