In the majority of games my group plays, if someone says "hey, I forgot to move this unit before I started shooting", we're fine with letting them move it. Generally, if they forgot to do something exactly in order, it shouldn't be a big deal (except in a tournament, perhaps). Just don't let them move a unit they forgot to last turn or something way, way out of order.
Instead of letting a newb go back and fix his mistakes, try and remind him before he (or she) makes the mistake. It helps them learn to do things in order, without being too hard on them.