4 Digit 7 segment LED Display Question

Thanks for the input Dean

I think I am wrong, I think the display is a Common Anoid, the part number on the display is AECE-5461AHO(O might be Zero tho)
I found this datasheet http://www.datasheetarchive.com/indexdl/Scans-004/Scans-0081690.pdf
which from the datasheet shows the A on the end of the part means it should be a Common Cathode however it seems to behave more like a Common Anoid,
I provide HIGH/Voltage to turn on the digit and then LOW/Ground the pins for each segment of that digit I want to light up. Or do I have that backwords?

I have included a schematic of how I have it hooked up.

Another question from that pseudo code I was using is why do I have to turn on all Digits to HIGH( ie "(1) All four cathodes high"), why cant I just send power to the one digit I want to light up, ground the pins/segments I want to make the number and move on to the next digit or change the current digit again? I messed around with that code trying different settings and I just cant make it work, any ideas?

Thanks
Chris