The new ones and ones that are made well have a little piece that makes it so they can go backwards. Check the DIY forum on here or reef central and you might be able to make one. Another solution is turn it off and then on until it goes the correct direction then, leave it on.
This one that you have just was not built to be on a wave maker. Actually, none of them are made to be on wave makers. The new ones have a little start up noise and can break their shafts. My shaft broke and they sent me a new one.
Yuki