Help Requested - Problems Using "Subtract"

Question

Hello Illustrator users:
I am following this video tutorial on Youtube:
http://www.youtube.com/watch?v=y1DY1uBrSZA
The very interesting new skill is at about 3:50 into the video, where the text logo is made to look almost 3D, but here is where I am stumped and request your help:
Here is my text as selected:
It is a part of a bigger group of text.  I followed the sequence of using the Type Tool, and then Object - Expand and then OK'ed.
The video tutorial says to copy and Past to Front, then using the shift + arrow to shift the copied text.
Here's the copied and shifted text:
Next, the steps are to copy, paste to front, and then shift the selection down, right and down, right; here is my result:
This is what the video tutorial shows what should look like when the subtract action is done:

Answer 1

Sorry, I clicked Post Message a bit too early.  Here's the continuation of my question:
This is a screen capture from the YouTube video looks like after Subtracting; however I cannot get the same result:
This is the text before I subtract: both layers are selected as instructed in the video.
After subtracting, I am left with this: instead of the double-layer in the video.
What can I be doing incorrectly in this procedure?  Thanks a lot for your help!