The Free Play option was included because Stepmania was developed to be used in an arcade cabinet.
Here's what you're going to want to do: Hit the Scroll Lock key (it should be to the right of the Print Screen/System Requirement key. That will take you into "Operator Mode" and allow you to edit options. Then, go into Machine Options. Set it from Free Play to Home.
That way, not only will you still be used to how your machine runs Stepmania, you'll also get options on the main screen.
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Holy crap. Lots of new local Pumpers...and they're getting good FAST. I need to watch my step. Respected playa, fo' sho'.
Team 6'+ .... in the trunk of Irish's Car