Before adding a keyframe, the changes I do to the rig are being reverted!

I am totally new to blender/animation/graphics, etc. I am following this nice tutorial:

I have a problem: Most of the times, when I try to add a keyframe to the Dope Sheet, I see those diamonds being added there, but when I try to see the animation effects using Alt-A, I see nothing. I think my changes are reverted, and then they are added to the keyframe. Somehow only once I was successful, and I do not know how…

I took a video of one of these unsuccessfull attemps using wink. You can see if you download the zip below and open the html file.

And here is my blend file with the texture png:

Any help appreciated.

Unlock (padlock icon) the channel so you can add keyframes