Hi Mark, first thanks for your patience.
 
I used the poly line tool to create the vertical and horizontal "curves" -- When the instructions state select the latitude curves, to me that means click on all the horizontal lines in turn.  When you run out of horizontal lines, depress the Enter key to stop.  Repeat with the vertical lines and see the Gordon surface generate eg in this case a solid cube. 

I only departed from the instructions when they didn't work.  Jan