If you do not have an NEQ, you should be able to continue, so long as you have entered your industry code. 

I did indeed enter my industry code, but initially mistakenly checked the box which indicated I had an NEQ.  Now I cannot file because the error message persists that I have not entered a number.  Is there a way to change the selection, or otherwise resolve the error message?

Please make sure that you entered your business name and if you are self-employed enter your name as a business name (If you don't have one) and also enter your home address as business address. Then continue. If this has been done, please contact us via private message on Facebook or Twitter so that we can assist you. 

I am having this same issue. I never entered an NEQ number, only an industry number and the error won't go away.