problem with color change to brushstroke around a closed path

I've noticed that sometimes when I use an artistic media brush around a closed path, I can't change the brushstroke color without filling the path with that color; see the attached file for an example. I thought  that was just unfortunately the way it was.

But today I watched Jeff Harrison's video tutorial  (http://www.youtube.com/watch?v=Y1RbX8LFZy 0) about making a custom brush. He applies it to a  closed path, and then, to my surprise, he changes the color and it just changes the color of the brushstroke.

I followed the tutorial, made the brush, applied it to a  rounded rectangle, all fine. However, when I changed  the color, the center of the rectangle filled with the  color as well as changing the brush color, as it always  has for me in the past.

So what's wrong? Do I have some setting somewhere set to the wrong thing? (I don't have Fill Open Curves checked.)

Thanks,
Ellen