I got the same issue following the guide on http://pansplunk.readthedocs.io/en/latest/getting_started.html
The issue got resolved by simply using another browser (Firefox portable 55.1 @ https://mozilla-firefox-portable.en.uptodown.com/windows).
The js function 'enjectDialogForm(dialogId, formId, cols)' in C:\Program Files\Splunk\etc\apps\Splunk_TA_paloalto\appserver\static\js\setup.js doesn't load and that's why you're only seeing that message. The complete page as shown in the mentioned guide is saved under setup_page.js in the same folder as setup.js.
Please let me know if this resolved your problem. Try out return_page(); in your browser's console under the developer tools. If you're not able to run "return_page();" and retrieve a result the cause may be something else.
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