Cannot get Blender animation to properly appear in Unity 4.0

I've created a model and done a simple walk animation for it in Blender. When I try to work with it in Unity 4.0 I don't get the options I see in all the tutorials, namely the wrap animation option. In addition whenever I try to simply set the animation as the default (just to watch it play in game) with no logic behind it doesn't work. The only way to actually get it to run the animation even once (no loop) is if I set up a controller under the "animator" tab which is something that seems unnecessary if it was done correctly as all tutorials I've seen don't involved this step at all. I'm wondering if I've messed up on a very fundamental level and perhaps I do not even have the animations saved correctly in blender itself. As I said they play in the inspector though, but the inspector screen is lacking a number of options I see in the tutorials.

Any help would be appreciated including a quick run down of proper saving of animation in blender.