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Lots of variables here. But I'll do what I can to try and help.
When you work with Resource Manager you have different ways of using resources inside. You may use them as Linked resources or you may just copy the resources. Sounds like you want the linked type. Generally speaking, you just drag the resource from the Resource Manager to the project area. For example, for Master Pages, you drag to the Master Pages area of the Project Setup Pod.
As for setting up the Resource Manager to begin with, that would likely require a small tutorial. Basically you use the Icons in the Resource Manager pod to define types and locations.
Additionally, in the Project Options area you are able to define how the Resource Manager behaves.
I do offer an inexpensive eBook ($4.95) that walks you through all the facets of Resource Manager on my GooberGuides site. Click here to view
Helpful and Handy Links
The help says that shared resources have a small symbol on their icon showing they're linked. When I drag a master page from the Shared Resources pod to the Project Setup pod, they copy just fine, but the symbol showing they're linked doesn't display. I checked my project settings, and I made sure that shared resources are set to be used as links. If I right-click on the shared resource, the Link option is disabled, so I know I'm not just unaware that they're linked.
Reading your guide...