Biological systems can provide useful insights into principles of design and control of locomotion that can be applied to legged robots. In this paper we review our work on cockroaches using finite element analysis to model how loads are sensed and regulated in walking and climbing. A number of biological studies have shown that sensors that detect forces in the legs of insects are of particular importance in controlling walking and adapting locomotion to non-horizontal terrains. Our analysis strongly suggests that (i) the system can detect specific force vectors (body load versus propulsion) via sensors located in the leg in positions close to the body and (ii) the system uses this information in positive load feedback to regulate walking movements. These principles and design elements provide examples that can be applied in legged locomotion in walking machines.