Okay, finally I figured it out. I didn't have to use Mobipocket Creator to do it either. I pasted my short story collection into a brand new Microsoft Word document. I made sure the font was 12 Times & Romans, and I placed page breaks after each section that I wanted separated. If you're doing this for a novel, you would Insert Page Break after each chapter of your book. That wasy it makes it easy for readers to differentiate between chapters as they read your novel on Kindle.
If you have any questions, go ahead and send it to me in the comments section.
I might try Mobipocket Creator anyway just to see if it works better.
Remember when you upload your Microsoft Word document to Kindle Direct Publishing, make sure you do NOT save it as .DOCX. Use .DOC instead. The .DOC is for Word 97 and .DOCX is Word 2007.
Remember .DOCX and .PDF files do not transfer well to Kindle at all. I've already tried both.
Right now, .DOC is best.