This is NOT what I was told. I was told that once I walked down to the alter and said the sinners prayer I would be saved for ever.
Don't despair about this - if you meant what you said, every word, the effect of saying the sinner's prayer is an act of faith. So if indeed you meant it, the seed of faith is the seed of the Word of God, and you were born again. Once you are born again, you shall be saved. The problem is that too many people disregard the sinner's prayer because they claim it's fake for everyone. It's not fake for everyone, and it sounds like to me you're sincere about what you said.
About making sure you continue in the faith, you will if you're truly believing in the risen Lord. This is a warning against apostacy, which a born again believer can't perform.. Apostacy is for people who have been enlightened to the truth, but never mixed it with faith, so they fall away. Consider 1 John 2:18-20 -
Dear Children, the last hour is here. You have heard that the Antichrist is coming, and already many such antichrists have appeared. From this we know that the last hour has come. These people left our churches, but they never really belonged with us; otherwise they would have stayed with us. When they left, it proved that they did not belong with us. But you are not like that, for the Holy One has given you his Spirit, and all of you know the truth.
So I say again, that it's not our job to determine whether a person is saved or not. It's all in the heart. A person messing around with girlfriends could either be a saved person who is disobedient to God but has a heart that's being disciplined silently by God, and he wants to return, but he doesnt' know how to do it. He is out of control, and needs to submit to God's power, because we are all powerless over our big problems. OR, he may have never mixed his belief with faith, thus messing around because he doesn't really care. Eventually that person will leave the church on his own. See the difference? Christians aren't perfect, and have many areas in their life where they need help figuring out. People who never had faith in the first place, on the other hand, will continue in sin in a different way than Christians who have such struggles with sin. "Continuing in sin" needs to be properly defined to understand what's happening.
You're alright. Trust in Christ, don't fret about not understanding all of the technicalities of doctrine. You need the milk of the word (the GRACE), not the meat right now.
Good luck, and God bless you.