Since one of the villages with the name Waltersdorf lies in Eastern Styria, near the historic border to Hungary, it is quite possible that your ancestors were form that region. The name Waltersdorfer means "from Waltersdorf" but might have stuck with your ancestors hundreds of years ago.
Go to the Austrian phone directory at
www.etb.at to get an idea where the listed people with your name live today.
You would need to give us more evidence about what you know about the origin of your family in order to guide you to the right place and archives.