One day, I caught wind of the problem and suggested we create an animated button to replace the existing Next button.
When users went through the course normally, they would see the Next button, as expected. When users went backwards through screens, however, the Next button would convert into a Forward button via a simple animation. It would also change color, so users would have an extra little indication that the button now meant something new. Once a user reached the last visited screen, the button would animate again and convert back into a Next button, to indicate the next screen would be a new one.
Converting the Next button into a Forward button with a simple animation eliminated the confusion without innovative interface wizardry.
Twenty minutes later, we had a working version on a testing server. It worked extremely well. Everyone understood it immediately. The confusion was gone.
Innovation can be great thing, when it's needed, but what's needed in most cases is not innovation. It's elevation.