Great tutorial, however I have stumbled upon the same problem as yosherl mentioned earlier. I looked at your replies, but I am a little confused.
but this step should have you keep Background visible before the merge, merge and then do the transparency routine i mentioned earlier.
When you say before the merge, do you mean the merging of the (for example) Hills and Hill Shading or the merging of City, Roads, Hill Shading, Forest Shading, and Mountain Shading?
Also you mention that you would edit this into the tutorial, not to sound rude but have you done it?
Again thanks for the tutorial, I have been able to make my map look better than I thought possible