Double check you've done step 4 correctly?
4.Under Always show these formatting marks on the screen, clear the check boxes for any formatting marks that you do not want to show in your documents at all times.
Older versions of Word would show/hide everything when pressing the show/hide button. Word 2010 on doesn't - it shows/hides just the ones you've chosen in options. I guess some people wanted things like "show the spaces but not the paragraph marks" is why it works that way now.
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