You have to kill all of the enemies and then follow the purple arrow. If you press 2, you will change to a teleportation ability that allows you to get through the wall towards the end. You have to make sure your mouse is close enough (it will show a faded version of the character when it is in range) and then right click to use the ability. Then you left click while standing on the brown circle to go to the next level. Honestly though, you aren't missing much, this game is a worthy competitor for my worst game on this site.
Also, since I don't think I can reply directly to reviews, I'd just like to thank you, reading through your reviews has been a lot of fun.