Some sites will block Opera when you visit them. This can either be a page which tells you that Opera is not supported, or it can be done in a way where the user is not informed, but the site might not work properly because Opera is not served the same (working) contents as other browsers.
If the above does not help, try repeating the process but instead selecting "Mask as Internet Explorer" or "Mask as Firefox" in step 4. Please note that this option should be used only as a last resort as it effectively hides any trace of Opera.
Need help? Hit F1 anytime while using Opera to access our online help files, or go here.