Minus Front Error: "The filter produced no results. Please select two intersecting paths."

Hello Adobe Community,

I am a beginner to Adobe Illustrator and I'm currently working on some homework for my class.  I'm using the most current version of Adobe Illustrator (creative cloud 17.1).  I am attempting to use the Minus Front function of Pathfinder and I keep getting an error: "The filter produced no results.  Please select two intersecting paths."  I created three identical shapes directly on top of each other.  The very top shape was shifted slightly to the left.  I highlighted all the shapes and attempted to use the Minus Front function and got the error.

This is the tutorial I am trying to do:

http://design.tutsplus.com/tutorials/use-a-pattern-brush-to-create-a-rope-text-effect-in-i llustrator--vector-24814

I'm trying to get past the very first Step 4.  But I can't proceed until I get past this error.  As you can see in this tutorial there will be a lot of use with the Minus Front function.

Thank you!!!