At one point there was an option in the Config menu that could turn this off. Not sure if it still exists, but you could check. Alternatively, just press the cancel replay key (C) or click somewhere in the play area that isn't on a lemming, before the action you don't want to repeat does so.
However, rather than nuking the level, just rewind a bit: You can use (assuming you haven't reconfigured the keys) B to go back one frame, minus to go back one second, and < to go back 5 seconds. Also, to instantly restart (without having to go via the postview / preview screens), you can press R, or if you're using the full-size skill panel, click the button that looks like an almost-circle with an arrow at the end.