What kind of trouble are you having, avi.avital? Please be as specific as possible.
I manage a “clean” install of WordPress 3.5, which is running the Twenty Eleven theme and no plugins save Page-Links Plus, and the single page option works as intended. As such, I assume the issue lies elsewhere, most likely with an outdated version of WP or a conflicting theme/plugin.
Also, make sure you’re wrapping your content in best-practices HTML tags (e.g., <p>,
<ul>, &c.). Page-Links Plus leverages those tags in a number of ways.
Keep me posted on this issue, and share screenshots if you’re able.