I had this issue for a while when I was developing my character controller - all the movement directions worked fine, except for moving backwards (towards the camera) . It all depends on how your other actions are setup. It sounds like you might have another FSM or action which is moving the character relative to the camera. The tutorial you're following relies on you setting things up exactly the way they do, so when you change just one part of the setup, you get unusual results sometimes.
Try poking around the FSMs responsible for the camera, as well as the FSMs responsible for the character, and see if you can intuit what might be the cause. For me, it was a matter of changing a few lines in the character controller script (not something I'm talented at or comfortable with, by any means, but it worked eventually).
If that sounds scary or if you still have trouble, there's a series of tutorials that setup a similar third-person controller, that you may or may not be interested in looking at:
http://www.youtube.com/watch?feature=player_embedded&v=od78RhlLXUI#t=2There's a whole series of these on the site (you've probably seen them):
http://www.hutonggames.com/tutorials_getting_started.phpBut the one I linked was really useful for getting me started with a basic camera-aware character controller. I just spent the last few weeks wrestling with my character controller and associated scripts (ugh), so let me know if I can help you any further!