(I was going to add this to the room doc, but there's nothing here.
 ff to doc the rest of the stuff)

set_default_exit(string str) will cause 'str' to be printed whenever the
player tries to go a direction that doesn't exist.

The argument may also be a function pointer, in which case it is evaluated,
and the return value is printed if it is a string.

(Note: set_default_exit actually just sets the value of the exit "DEFAULT";
 you can do this explicitly)