First... What ChrisLehrer said.
The two distinct processes of learning to raise a burr (aka pull a wire) and learning to feel the burr take quite a few sharpening sessions for anyone. It's usually in the neighborhood of twenty knives; more if you don't have someone in your physical presence who can show you how and what -- and you don't.
Second, the Magic Marker trick is about as good as it gets when it comes to seeing what's going on. Start by marking the knife's edge bevel on one side, as Chris described. Then start sharpening the knife as you believe you should, and just sharpen away on that side until, in your estimation, you've sharpened long enough that SOMETHING DAMMIT should have happened.
Now, look at the marked edge bevel. Ideally there's a smooth clean band, with no ink, extending from the bevel shoulder all the way to the edge. There should not be any marker on the edge -- if there is, you're not sharpening the edge yet -- which indicates the angle you're holding is too acute. You will never get a burr until you sharpen the actual edge.
If you're still showing ink at the edge after 10 "W" stroke trips up and down the stone, or after 20 or so "stropping" or "swiping" strokes (I forget what Chad calls his strokes), you can be pretty sure that you either need to hold a more obtuse angle, or drop down to a more aggressive stone and profile your desired angle. For the time being, until you're proficient with the whole burr thing, I recommend going with whatever angle is already on the knife.
Once you've honed your ability [sorry, can't help myself] to sharpen all the way down to the edge along the entire length of the knife -- spend a little extra time on the same side of the knife -- and you will have raised a burr. The next step is learning to feel its presence. You can do this by pushing your fingernail up the side which wasn't sharpened in order to feel the burr's curl; or by thumb dragging both sides of the edge -- the sharpened side should feel significantly more aggressive than the unsharpened side.
I'm not sure if Chris was really clear in how he expressed the idea of going with the angle already on the knife -- as opposed to not worrying about holding a constant angle. If you're confused, let me disabuse you: You do need to (learn to) hold a constant angle throughout the sharpening process.
Here's how to find the angle already there: Assuming you're right handed, hold the knife handle with your right hand and lay the middle of the edge on the stone. Close your eyes and roll the knife a little and try and feel where the bevel is. Now open your eyes, and gently put your left index and middle fingers on the blade, right at or just above the edge. Close your eyes and do the rolling thing again. You'll feel the blade "click" when it matches the old bevel. It's an old carpenter's trick, and actually called "clicking."
When you can actually raise and detect a burr, you need to learn to "chase" it. That means, refining it on both sides so it can be flipped from one side to another with very little effort. Once the wire is really flexible, the knife can be deburred as Chris and Chad describe -- and the result will be an even, "new" edge. In other words, you're heart's desire.
This stuff is all very easy once you can do it easily. Until then it's frustrating as all get out. Be comforted that it comes eventually, and all of us wiseacres have gone through it too.
You're not alone,
Hope this helps,