I gave another try last night. This time I used a black marker. It was removed to the edge right away.
I then worked one side with the 100 stone for about 5 min. I felt and was not sure if I had a burr or not but could not think of anything else to try. (I was looking at the edge with a magnifying glass, I plan on getting a 10x loupe as soon as I have a chance.) So, without expecting much, I went on up through the stones which gladly does not take all that long. When done, I found myself able to shred glossy newspaper ads.

So it looks like I was close on my first try and I just had to stay longer on one side alone to form a burr.
As far as feeling/sensing the burr, I guess I need some practice.

I do plan on getting the 50/80 stones (as well as the ultra fine ceramics) in the near future.

Just got my WEPS last week. I had been using a Sharpmaker to maintain my knives and it worked quite well but I had no luck setting/resetting a bevel on some knives so I decided to get a higher end system.
After a little practice with cheap knives, I tried my KBAR USMC which I had never been able to get sharp enough to cut notebook paper. I set my WEPS up for 20 degrees (which is what KBAR says the knife should be from the factory), colored the bevel with a red Sharpie, and mounted it in the WEPS. I took a few swipes at the blade with the 1000 grit stone and found all the red except for a thin line right at the edge had been removed along the whole blade. It seems that it was ground close to 20 degrees but not quite there. I then went to work with the 100 grit stone. After quite a while (probably 30 min) of either scrubbing up and down or swiping the stone along the blade, I had all the red marker gone. I worked another 20 strokes or so on one side and tried to feel for a burr (both with fingers and with cotton) but did not sense one. I tried some more with the 100 stone, but still no luck. I then re-colored the bevel and took a few swipes with the 1000 stone. The red was gone right away so it would seem as if I was hitting the edge. Not knowing how to proceed, I thought that maybe I was raising a burr but was unable to detect it, so I went up with my stones all the way thru 1000. When I was done, the edge looked quite smooth with a very fine scratch pattern.
I then tried cutting notebook paper, and the knife seemed as dull as when I started. I could not even get the edge to catch enough to make a 1/4 inch cut into the paper. I am guessing I am doing something wrong at the 100 grit stage in not getting a burr to start with. Does anyone have any advice for a WEPS beginner?