Compound path with multiple shapes question

Sorry, I have read the answers on this board but its just not working for me.
If you can imagine a film reel. I have a large circle with 5 circles within. I simply cannot get it to do what I want, which is the five circles within to 'punch through' the base circle.
I have the base circle at the back, and selected all to creat compound path, this just causes the fronter most circle to punch through, turning the other four circles the same colour as the back ground circles.
Have played with the path finders etc and not getting to a resolution. I gave up and purchased the vector on vectorstock, this one works perfectly and as far as I can work out mine is give or take identical, so why is the compound path not taking?
Illustrator CC latest and macbook retina with 10.10

just to be clear, you start off with this (orange circle behind, all objects separate):
and then you select all, hit ctrl+8 or Make Compound path or whatever, and you end up with something other than this?

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