Yeah, that doesn't sound right to me either, but it's hard for me to say without the data in front of me. One thing I can suggest is when creating your ROI file to make sure you have several ROIs with distinct spectral characteristics. Also, to work with this classic ENVI_DOIT routine, the ROIs should be in ENVI Classic '.roi' format, which can be accomplished through the ROI tool by going to 'File -> Export -> Export to Classic'. For this sample image, I made a few distinct ROIs and achieved pretty good classification results using the default keyword values. You might also consider adjusting some of these values:
http://www.exelisvis.com/...NEURAL_NET_DOIT.html
Another thing I would suggest is to test your results using the GUI-based neural net classification tool in the ENVI Toolbox.