Catch the clown is written with EDL-specific language that is not available in GML. Notice the "alarm0--". -- is EDL, not GML. By default, when you load a GM .gmk (such as catch-the-clown), the Enigma Compiler Settings set everything to GML. This is why you are getting the error.
I've been starting to realize recently that catch-the-clown may not be the best first example, but nobody's really suggested anything better to replace it yet, so it's stuck. At the very least, it should probably be adjusted so that it works in both GML and EDL.
Anyways, to solve your problem:
Once you have opened Catch the Clown in LateralGM, you must then go into Enigma Settings (either through the ENIGMA menu, or by double clicking on the Enigma Settings tree node at the bottom left). In this subframe, you will see a bunch of radio buttons all set to the left. Switch them all to the right. This will switch you from GML to EDL. Click OK, and then go ahead and try Running again.
EDIT:Alternatively, redownload the Catch the Clown game, as I just now updated it so that it should behave properly in GML mode.
http://dl.dropbox.com/u/9975312/Games/Catch_the_Clown.gmk