Hi ButterflyBabe,
The message you are talking about is hard-coded in the demo; it's all fine :)
Have you been able to install the full version? When my installer fails, it should redirect you to this page: Download and Import minimal RPG Maker Projects – Aerosys' Blog. This page assists you with the installation when you don't have the Steam version.
The "Addons Sample" that you find in your downloads shows some examples of how the player can walk back ;)
Let me know if you need further help!
Best regards
Aerosys