You are only required to promote if there will never be another legal move in its unpromoted value. You can still make another move with your knight, so it is legal to leave it unpromoted. If you were on the eighth or ninth ranks, you would have to promote. As for not promoting, use the right mouse button, not the left.
http://81squareuniverse.heavenforum.org/t120-bcmshogi-qa
R-6a. See, I have so little I can do to counter you. It's frustrating. But that's the price one pays for carelessness. I think your plans are working out just fine.