FYI - The PDF for part B has been downloaded 14 times and those who have done so need to replace their copies. Step 6 has been altered due to an error graciously pointed out to me in a PM from another member.
Instead of creating a new layer, It should have said "Duplicate the Sphere layer". (You can't lock the alpha channel on a blank layer.)
Sorry if this caused you any problems. Several people have figured it out already as evidenced by their results. I have changed it in my original post and in the PDF that I attached in a subsequent post.