I would highly reccomend the water taxi over walking -- it's very easy to transfer since you just get off at the same dock you would for the parks, then simply hop on the PBH water taxi at that same dock. Usually there's one waiting for you or on its way. Also, if you have a car parked at RPR you may take that car to PBH or HR and park for free (you've already paid the daily rate at RPH) -- just show your room key. We did this on our last trip.