pwm with delay

TeslaIaint:
Although this works to turn the light on, I am still curious how to fix my origional code. Fading the light is just something I picked to try to get to understand the "blink without delay." That really was the origional question. I suppose the question is: how do I use the "blink without delay" with a for loop? Any ideas would be greatly appreciated

I'm not sure why "don't use a for loop" isn't sticking. I can't think of a single situation where this code shell would be usefull:

for (int i=0;i<sum_num;i++)
{
  if (millis() - last_check > interval)
  {
    last_check = millis();
    // do stuff
  }
}