As someone who constantly does this to people, I can confirm that it is both amusing and, as you say, "not cool".

To that point, I used to wear my keys on a chain, and let the chain dangle to make noise as I walked.

It still didn't work very well, though, so I eventually gave up on that. Now I have no solution for it except that I'm more careful to try to approach people from the side or scuff my feet or something as I approach.

Also...

I was recently diagnosed as having Autism, and I distinctly remember just after high school someone approaching me and tell me that I still "walk funny". They didn't mean anything cruel by it, it was just a fact.

And I realized that I do walk funny, and I can even correct at least some of it if I think about it, but generally, I like how I walk for the advantages it brings, like balance and agility. Which is probably why I taught my self to walk like that in the first place.