For Desktop SiteBuilder:
Click on the Submit button on your form so it is highlighted.
On the Properties Editor you will then see an area titled Thank You Page - that gives you the option of changing the message or even setting up a regular page.
For SiteBuilder Plus:
I couldn't find a way to change this. Could be another one of the things they overlooked adding or I'm just not looking in the right place - hopefully it's the latter and not the former. I'm sure one of the Reps will be able to shed more light on this.