Noob question about RPG Maker 2003........

Alright I just started to use this program and am getting the hang of things, but when I try to Test My Game, everything loads fine, I see my character on the starting position, but then this screen with a bunch of S[0001-0010]   S[0011-0020] etc. comes up and it asks me to turn them ON or OFF.

I have no clue what to do.

Tap Escape. What you are seeing is the debug menu, I don't know why it comes up like that, maybe something is up with your F9 key?

When I press escape all i hear is this weird sound and nothing happens.

Do I have to do anything to the map or something maybe?
I set my character spot, is there anything else I MUST do to get it to work?

No, nothing. Once you have a map and a character it should be fine...Escape should have let you exit. Try tapping the letter X. If that doesn't work, try shutting down, unplugging your keyboard, then plugging it back in. Once you've done that, restart your computer. If the F9 key (debug menu hotkey) was pressed when you first hooked it up, that might be causing it to be pressed an infinite number of times. Most hardware will set whatever keys that are pressed/not pressed to be the default positions when they are turned on and loaded.