http://www.youtube.com/watch?v=l8uGl6LdV7Q
Above is a video showing the problem.
How can I create a compound path out of several shapes by pressing the keyboard shortcut Ctrl+8 just once?
Right now it looks like it compounds 1 shape but merges the other ones.
Answer
It has to do with the winding order rule you have configured. You are using the Non-Zero Winding Fill Rule, while you anticipate it to work like Even-Odd Fill Rule would. You can find this option in the Window → Attributes Panel, make sure you expand the panel from hamburger menu with Show All.
Image 1: Winding rule and its effect on compound object.
Attribution
Source : Link , Question Author : Kaled , Answer Author : joojaa