hello new to Blender problem with scene layers

im new to Blender and have been doing tutorials to try to learn as much as i can. ATM im doing a multi layered scene and when i try to get all my objects from different layers into the scene it doesnt work as it did in the tutorial. Anyone have any suggestions ?

I just make a selection and press the M-KEY (when my mouse is in the 3D viewport) and choose a layer from the little layer popup. That is all there is to it. Object can reside on multiple layers at the same time or on a single layer. You can also specify layers directly for any object under the object context.