Why I could not make 2 materials in the my objects?

Support Basics & Interface
1

How to create 2 materials? I tried to do it and when I change the color of one object another object color changed too.

Thank you for any suggestion.

2

http://feeblemind.homeip.net/dotclear/index.php/2004/12/21/5-blender-indices-materiau---material-indice

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