At the moment I'm trying to get as familiar with the program as I can so I'm just trying new things.  I was watching a tutorial about effects masks so I thought I'd give it  a try.  I dropped footage on my time line, went to color correction and clicked the arrow and selected load effects mask.  Everything was done in the same way and looked the same way as in the turorial.  However, when the tutorial changed the color it changed according to the defintion of the mask.  In my timeline, the color changed the entire scene as if the mask wasn't there.  There was no gradient difference on the effect.

There are a few ways to handle masks. The one you are trying is the basic one and there is a sequence to be followed. Start with something that will give you a major visual effect, like blur. Try this:

1. Get an image on the screen, photo or video with something where you will see an obvious blur or in the inverse case, no blur with everything else blurred. Click on the image/video object to select it.
2. Go to Effects, Brightness/Contast and drag the Artistic blur slider to 100. This will totally blur the image. The effect has to be applied before getting the mask.
3. Now click on the down arrow at the top right of the Sharpness dialog screen and Load effects mask. Go to HD, if not already there and select a smallish circle or square. It can be feather-edged or not. This will put the mask in the middle of the screen and now only the mask will be blurred. You will see the mask object below your image in the timeframe.
4. The mask is an alpha mask. Run your mouse cursor over the mask and you will see an arrow at the very left. Click on it to invert it. Now the image will be blurred except for the masked area.
5. Click on the mask in the timeline, if not already selected.
6. Go to Effects, Movement effects, Size/Position. If you are in edit mode (see the button at the top left of the Size/Position dialog - it should say Preview. If it says Edit, click on it) then you will see the dashed box and a small round circle in the middle of the screen.
7. Resize the box and or drag it around the screen. The small round circle is the middle and you can align this over the area that you want to protect or unprotect. Resizing the box just resizes the mask.

See below:

Let me know if this works for you.

The next one will be inserting a mask between 2 tracks.

A little mistake in my previous post, at point 2 it should be Sharpness, not Brightness/Contrast.

Here is the way to do the same thing but using the same image twice with the mask between them. There is more flexibility with this method as you can change the effects after applying the mask.

1. Copy the clean image from track 1 onto track 3, directly in-line below it.
2. Using Windows Explorer of the Import navigator in X6, find a suitable mask, like the one that you used before. In my example I chose a star. Drag it onto the timeline on track 2, between the 2 objects.
3. Click on the mask to select it.
4. Go to Effects, Chroma key and click on Alpha. You should see no change.
5. Click on the object on track 1 and go to Effects, Sharpness and drag the Artistic blur slider to 100. Now you should see everything in the white part of the mask clearly, with everything else blurred.
6. Now click on the down arrow at the left of the mask object to invert it. Everything outside the mask, now the white area, should be clear, and within the mask, the black area, everything should be blurred.
7. Now you can try different and multiple effects on tracks 1 and 3 to see what happens.

See below:

Here is another method to create a mask using the same image in order to change just a colour. In this link, the method is given by Scenestealer.

Awesome!  As soon as I get home I will try all of these methods you've shown me.  Thanks so much, John!