Conversion complete!

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.

Getting Started with Kindle Direct Publishing

Here's the first step:  Create an Amazon.com account for Kindle Direct Publishing.
https://kdp.amazon.com/self-publishing/signin

Next, make sure that your novel is in a format that will conver to Amazon Kindle.  Here is a list of acceptable formats:
https://kdp.amazon.com/self-publishing/help?topicId=A2GF0UFHIYG9VQ

Next, format your book for Kindle.  Here are the instructions from Kindle Direct Publishing:
https://kdp.amazon.com/self-publishing/help?topicId=A2RYO17TIRUIVI

I'll go into more detail about how to format your book for Kindle once I figure it out myself.  I'm in the process of doing just that.  I'll post an update as soon as I figure it out, then we can go onto the next stage of actually publishing your book on Kindle.