Shouldn't this be 我不想进去？ I've never heard it spoken this way (without the 去).
That is also accepted as an answer, and that is certainly what I would expect to hear.
When the waiter asks you meet him in a dark room...., apparently this is what you will say in the restaurant
What's the difference between 想 and 要?
I believe the former is "would like", and the latter - "want"
不要 usually means: don't
不想 in this case is: don't want to (不 not, 想 want to)