There's a video on how to fold the 4x2 'zine format on the page above.
If that doesn't explain the issue, let me know!
Hmm. I just double-checked the file, and it appears to be correct.
Which file are you printing? If you want the 'zine format, print "Volume One v1.4.pdf". The "standalone" versions (like "Core Rules v1_5.pdf") are there for the people who just want to read them as PDF's on their tablets.
I've also updated the info pages with notes to this effect so hopefully it will help other people avoid the same trouble you experienced.