I, for one, am not trying to give you a hard time. I'm just warning you that this bike isn't exactly road-worthy, and trying to point you in a safer, more reliable direction. Saddle, pedals, and brakes are what I would consider first priorities. The brakes on those bikes are stamped and thin, which means that under a hard stop they will bend out of the way as you attempt to stop. Saddles on lower end complete bikes are utter garbage, yet are arguably the most important factor in being comfortable on a bike. IMO, the pedals aren't as high of a priority as the other things. Also, if you have a friend who works on bikes, have him/her check it over. I'd bet any amount of money that the person who assembled it at Wal-Mart messed something up. If you plan on riding it fixed this is even more of a priority, as I can assure you that the cog and lockring aren't tight enough and that you run a good chance of stripping your hub, thus costing yourself a fair amount of money that you don't wish to spend at this time.
You mentioned that you're in Marquette, MI. As luck would have it, I have a friend who went to school at NMU and is an avid cyclist. I asked him if there were any good shops up there, and he told me to send you to
http://www.quickstopbike.com/. Go there, make nice with them, maybe take them a six-pack of beer one night when you go get some work done or whatever.
Beyond that, welcome to the forums. Though we tend to be rough on new members around here you'll soon come to realize that we are a big, happy, if not dysfunctional, family.