Last weekend, I was arrested for DUI. The police officer asked me to step out of the car and perform a bunch of tests. He wanted to me to close my eyes and touch my nose, walk backwards, etc. I had had a few beers but I felt ok. Anyway, I did not think that I could do everything he asked so after the "touch your nose with eyes closed" I told him that I wanted a lawyer. He then arrested me for DUI. Did I screw up?

It sounds like you did not do all of the Field Sobriety Evaluations, which may be good, depending on how much alcohol you had and whether you feel you did well on the tests.  It is always a good idea to request the advice of an attorney.  If the cop does not do a good job on his pre-arrest investigation, that can be to your advantage.  Maybe he did not obtain enough information to justify arresting you in the eyes of the judge, who may rule in your favor at the motions hearing.