Increasing pixels to Raster Effects for gaussian blur doesn't change anything

[Kate5E83]

Help!

I'm a beginner and I was trying what should be a simple way to stop the blocky effect of adding a gaussian blur. I went into Raster effect and increased the pixels. Nothing happenend. I made sure I was in the right layer and the shape was selected. Nothing. 

Are any of you clever people able to help me out?

Thank you so much! Kate.

[Ton Frederiks]

Kate,

what did you set for the ppi in raster effects settings?

How much are you zoomed in?

Is perhaps View > Pixel Preview checked?