UPDATE
Hitting escape when asked about importing or starting fresh will advance to the next menu, where it tells me to select my player name and colour. Here I can click the colour box to select a colour, as well as enter a name, but clicking "Save" has no effect. Neither do the Enter or Esc keys. Only way to close the program is to end the process.
Also, I've noticed that in the top left corner, faint grey text tells me that I'm using version 4.04Trial, only easy AIs are allowed, a 3hour time limit is imposed, and that Steamworks is active. I've not been asked for either CD Key yet, seems to think that my copy is not legitimate or something. I purchased this today on Steam and am running it through the steam client.
Steam will not provide refunds. Does the developer?