Walter was one of the Shop's more 'humane' projects. The man had attempted suicide and was one of the more broken ones admitted Nathaniel's Institute. They had quietly conducted a few tests on a section of patients there, and he had responded the best. Nothing strange was done here- nothing strange was necessary. All that was needed were a few drugs to keep him physically healthy but mentally and emotionally pliable, and the proper placement of a certain number.
When the Shop took Walter in, he was very happy about it. They were giving him a larger room, they let him walk around, and he took a lot less pills. They wanted to help him, they said. He asked what he could do for them in return and they said they merely wanted him to feel better. And just like that, he did. He decided to stay with them after he'd recuperated, as they continued to give him everything he needed.
Walter was convinced that he had a connection to the number 23, and that it had ruined his former life. If he could just figure out what this curse was and stop it, he had a chance at a real life. So he was following clues to reveal the source of the curse. With the help of the Shop, he found that there were a series of people connected to the pain and the homicides in his life. If he eliminated these people that helped the curse along, surely that would weaken the effects.
It was about this time that the person in the Shop who had talked to him most- a nicely dressed man by the name of Matthew- started hinting that they might need some help with a few things. When Walter talked to him about these people he needed to get rid of, Matthew was more than happy to set Walter up with what he needed to get the job done. After enough hints, Walter offered to help them. It was only fair, right? After all, they showed him what he needed to do..and then they would keep helping him. The Shop agreed to take him in as an agent. He's worked out quite well- he's willing to do anything they ask of him, really. And they love that.
When they can't figure out some way to nudge him in the right direction, or they need something other than pure death, they send him out on assignments. When they don't, they place messages in his newspaper- or even easier, on his walls. He wrote over every inch of them in black sharpie. If there was suddenly something new there, he'd generally accept it as something that should be there. Names, dates...it all combined. And the Shop would help him track it all down. They'd help him end it, once and for all.
Walter loves his job.