I think (he said nervously), I don't trust the step 3 of 14 thing - been there, written help systems and I know they're a devil to keep synchronised with the software itself if you're daft enought to develop them in parallel*.
Meanwhile, back at your problem: I think the software is expecting you to double click the "title roll" that you've dragged onto the text timeline. Try cancelling the wizard/help thingy and double clicking on the frame at the start of the timeline (in the orange box). If that fails, try a right-click on the same frame and look for 'edit' in the list of options. You might get it to give you the 'next' button without cancelling it, just by doing the double-click anyway.
That's a quite-possibly-wrong educated guess, secondhand and without any warranty!
It's certainly the case with earlier versions (of Vegas Pro, which I am familiar with) that you couldn't just put in blank title frames pending witty ideas, but you can put in placeholder text and change it later.
If you're really trying to do a roller caption (i.e. the way end credits typically look on TV), its slightly more complex than just a static set of lettering, as there are other parameters, such as how fast you want it to roll, which direction, etc. along with the fonts, text colours, and so on. You'll find it a lot easier to start with a string of static captions that just fade in/out, as there are far fewer settings to worry about.
Hope that might be helpful but apologies if I've misunderstood.
E, (been away, hence the late reply).
* Rule 1: It's only 'completely safe' to write the help/wizards once the actual code for a software release has been frozen, and few companies do that because of the delay it adds to getting the product out. I might, once, have been guilty of slightly unfinished help myself, but will deny it if questioned... rule 2 is never, EVER let software engineers write the help as they're far too close to the product and forget to explain things they think are 'obvious'...
