First be sure you have the last version of the program from
http://utau2008.xrea.jp/ (or newer if you have the official demo available).
Some people need to change the decimal mark from a comma to a dot... but this is not your case (your youtube says you're from New Zealand and
http://en.wikipedia.org/wiki/Decimal_mark#Hindu.E2.80.93Arabic_numeral_system states you have the correct point).
Now there are many ways to change the tempo but the one that works better for me is to right click the blue (or red) number over the piano roll and change the tempo of those boxes.
Check all the ust and see it there is any change of tempo later you want to modify, too.
Err, and don't press esc. Click the buttons of the tempo change. Using esc makes it going to the default or something.
I don't think you need it (UTAU does it itself)... but I guess you may also clear the cache for the new rendering after you change tempo (select all the notes, right click and use the 3rd option).