Looking at the screen shot you have the nurbs surface selected aswell - that will not work. Hide or delet it as you only need it to create the hair curves.

Thats the tut I used for my hair on my current challenage entry in the doom 3 comp here. I am using Maya 2014 sp2 with no issues.

Try just applying it to just a few curves first and then repeat if worked.

Also something not covered in the tut is make sure the curve runs from root to tip and you get funky resualts if the curve was running the other way. Failing that post your scene and I will have a look for you.