Well there is in fact more of a limitation to the whole setup. When it goes threw and changes the custom character set then any of the previous custom characters you had displayed on screen would change to the new set.
If you pay attention to the main loop of the code it is calling back to one of the custom character sets. If your not not calling to the specific set you want then the new character set will not be stored into the LCD's memory.
If you have the LCD connected to your Arduino correctly and you have the library in the right place. It should already be in the IDE if your running 0018.
If your using a modified version of my code then posting it would help. Then we can see if there are any obvious problems.