It would be inappropriate for me to describe how to circumvent restrictions designed into the demo version, but it's not that difficult to figure out once you start thinking in the right direction.
Quite incidentally, I might as well put out the following information which could be useful to any VX-REXX developer, for things like crash recovery.

Normally, saving a VX-REXX a project generates three files: xxxx.VRX (ASCII file containing the REXX function source), xxxx.VRY (binary file containing the window resources) and xxxx.VRP (ASCII file containing the project definition and metadata) – if you have additional code files, these are also saved as whatever.VRX.
Whenever you 'Run' a VX-REXX app from the designer, it creates a temporary directory under %TMP%, into which it writes various working files. These files don't
quite have the usual file extensions, but it's pretty easy to figure out the correspondences. (You can ignore all the files ending in .MMW and .CMD.) This feature has saved me on several occasions when I suffered a VX-REXX or system crash/hang before managing to properly save my project.