The purpose of the single-hole (pressurised) basket is twofold. First, forcing the coffee through the tiny hole creates a crema-like substance. Second, it helps to keep the pressure high over a wider range of grind, especially coarser grinds from cheaper grinders. Your dealer is wrong; these machines are not designed to spew coffee all over the place. On the contrary, they are designed to be easily used by novices. While I suggest that you learn to use the proper basket (single bottom-many holes), you should be able to use the pressurised baskets. Your problem might be simply that you're using too fine a grind.

Pressurised baskets are intolerant of running on the fine grind most of us would consider a proper 'espresso grind'. The fine particles sometimes migrate through the many holes in the bottom of the inner basket and one or more of them will plug the little hole at the very bottom. If your portafilter gasket is a bit worn or if the portafilter is not adequately tightened, then you get spewing out the side. Likewise, if your grinder produces 'fines' among a coarser grind, sometimes the little fines will plug the little hole. Try setting your grinder significantly coarser and pulling a shot. If this works, then increase the fineness of the grind with each shot until you get the taste you seek without going so fine as to plug the little hole.

Laurence wrote:My classic was made in Aug 2014. Anyone know how to find out if it is the old or the new one?

You should be fine, I think they only started it this year a couple months ago. Older one is better then the new one, shame they cheapened it.

You should still look into a different grinder. You'll be way better off and less frustrated then using the Rocky for espresso. A Vario can be had for not a lot more money and is a far better grinder for espresso.