A little HELP HERE !N FFIV!!!!!

Okay, I bought this games because I didn't play FFs 1,2,3,4...I started playing 5678910. Ok, to the problem. I was in

Lodestone Cavern, and, Faced the ugleh Dark Elf. And I can't beat it...I know, I read on walkthroughs that you will be completely DESTROYED!

what happened is. When I let mah Party die, it turns back to the Title Screen. I got annoyed and I nEEd your help I dunno what to do but ask.. Thanks in Advance! 

No, silly, I'm not asking any strategy. Whatshould I do? Everytime I enter the crystal Room and talk to the ugleh elf. then let my party die it says. " YOur Party has Fallen" it goes back to the title screen. I read a walkthrough says the first encounter of the elf is invencible the second is not.TechDresdain