Some 200 friends, family members and fellow volleyball stars gathered for the ceremony at the La Quinta Resort – where Jennings, 30, once took Walsh, 27, for a surprise getaway.
"The resort is so magical. It's like old Hollywood and I love it," the new bride told PEOPLE as she basked in the sunny desert weather.
The couple, who got engaged after dating for four years, walked down the rose-lined aisle to Hans Zimmer's "You're So Cool" (from her favorite movie True Romance) and were married by a Protestant minister.
"It was so much fun, we didn't want the day to end," Walsh said.
After a few days of relaxing in Palm Springs, Walsh and Jennings were to head to Kauai for their honeymoon. The Association of Volleyball Professionals (AVP) tour resumes in spring 2006.
Until then, the two newlyweds are enjoying time off living in Redondo Beach, Calif. Walsh will be attending the Winter Olympics in Torino in February as a celebrity correspondent. This is the first marriage for both.