the go back dialogue is a feature of LsThemeInstaller.exe which you can find in litestep/utilities. run it and click the settings button, there you can switch this off. however maybe you shouldn't, since it's a practical feature as the themes you describe seem to be messed up, and the dialogue is an easy way to go back to an environment that actually works (thus avoiding to force you to change the theme by hand and other things...)

again: it's not litestep, it's the theme (btw: there's no default litestep, what you mean is the default theme). if you don't get an error message when downloading modules, then it's very probably the themes fault.