I don't know how to explain what I'm asking, so I made this image:
Double click the action, select back twice in the event wizard, reselect the object, then click next.
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Thank you sir, you will have saved me tons of time.
I've found that actually double-clicking the object symbol in the event line takes me to the point where I get to choose the object, without having to back up a couple of pages first.
Not sure if this was because of circumstances specific to me at the time, or whether it always works that way.