Ok, I followed the instructions in the example perfectly. Ultimately, pagination works, kind of.
I get all of the pages listed: 1 | 2 | > | Last. Etc.
The first one is active, like it should be. I did the querying correctly as well, because each link will result in the correct query.
However, when I click on number 2, it will show me the next set of products correctly, but it will display the pagination from the first page.
Whatever pagination button I click on, will return the main pagination set: 1 (selected) | 2 | > | Last. It never changes! I'm loosing my patience, can someone help?