When using the Table Properties menu you have to make sure you are applying those directions to the row you want repeated as the header row (Row 1) using the "Previous Row" or "Next Row" buttons as appropriate.

An alternative (and quicker) method is to simply highlight the row you want repeated (Row 1) within the table then, from the "Layout Ribbon" select "Repeat Header Rows" from the Data portion of the ribbon (far right-hand side).

Hope this helps...