This exercise is relatively simple, but deceptively difficult for many. If you've got good hamstrings then these shouldn't be a challenge. If your hamstrings or gastrocnemius (the big meaty part of your calf) are a little out of condition though, cramping is common.
Dumbbell Hamstring Walk
Keep your feet as narrow as possible on the dumbbell and point your toes. Having your feet close together will stop the dumbbell from steering off in one direction. You can also use a foam roller.
By plantar-flexing your ankles (like a ballerina) you'll create a co-contraction of your calves and hamstrings. This co-contraction increases activation of the hamstrings. The active insufficiency of the gastrocnemius muscle causes your hamstrings to work harder. Don't believe it? Just try any ham curl machine with a plantar-flexed position and note the difference.
Walk the dumbbell up to the point just before you lose hamstring tension. You'll know when. You can even palpate your hamstrings during to check engagement. Walk it back down as far as you can, getting as long as you can with toes pointed.
That's one rep of probably around 6-10 steps. Go for 3-5 full reps and don't let off the tension. Add reps over time, or try it with a bar across your hips for some extra nastiness.