Hehehe... don't worry my friend, I'm pretty sure this has probably happened to anyone who ever played this game. I made the same mistake myself. If you were paying closer attention, and heeded the warning on the door, then you might have had some clue that danger was within the door, and beyond the teleporter. I'm sorry to say there is nothing you can do, and you must either keep trying and kill off your characters by drowning, or reinstall the game
. Something of this exact nature also happens again if you go to the Ancient Mines of the Dwarves to the south-east of Twinlake. IMO it's only a small flaw on the developers' part.
Luckily though, you haven't gone far into the game though, so it won't be too much of a hassle to start again
... hopefully.
I will also warn you about the Tomb of the Pharaoh in the desert to the south. Once you enter, the entrance will close behind you, and you will have to traverse the ENTIRE tomb before getting out. And it's a pretty gigantic tomb with ALOT of monsters. So make sure you stock up on torches, food, and healing stuff before going in there. Especially torches, because if you run out of torches down there, YOU ARE DEAD!! Unless you are super lucky and find some (doubtful) or if you have a Grey Wizard that can cast Light, the game will end for you again right there.
For that matter, Amberstar has alot of places like this, where the entrance closes behind you, and you have to clear out the whole dungeon before being able to escape. If you are really wary of entering places, you could save, then copy the whole Amberstar directory somewhere (don't know if there are .SAV files inside, if there are just copy those), then enter the place, run around as usual and save where you like. If something bad happens, you can just copy back the directory (or the .SAV) files, and the game that you originally saved will be restored.