Maple, I hope this helps, I'm not sure if I can explain it well, but I will try. First just double check with the diagram to see if the individual sheets are attached right, this was the part I had the most problem with, the diagram from your site shows it better. Also be sure all your folds are creased well. What I did was to lay out the papers so that the 2 pieces on the ends are the "valleys" and the one in the middle is the "mountain". Then I took hold of the sections that are the furthest out on each side (left and right) and as I brought them toward each other, the folds in the paper atomatically collapsed.
It may also be better to start over. A few years back I was trying to make the German paper folded stars and I just could not get it to work right. After a few days of trying, I finally got rid of what I had, got out fresh paper and started over, and it worked out.
Good Luck!