My student, John S., mentioned to me that he had a hard time replicating the results I got with the multilevel list in this lesson. He hit the TAB key and the list didn't indent as it does in the video. This is the DEFAULT behavior of the list, but if for any reason you've modified your Word settings, it might not work.

Go to Office > Word Options > Proofing > AutoCorrect options > Autoformat As Your Type tab. Make sure the "Set left- and first-indent with tabs and backspaces" box is checked.

Thanks to John for sharing this with me. I'm sure someone else will also encounter this problem.