Alan,
Block display can be tricky at times. I try to remember to go to the lowest common denominator of where I'd like the block to appear, because their display typically flows down across contexts. (a block on the site front flows to courses; a block on the course front flows down to all activities and resources in the course, etc)
So if you want it to only appear on a specific activity or resource within a course you would turn editing on in the course then navigate to that specific page and add the block. Then when you look at the configuration for that block, down in the section for 'where this block appears' it will show the page as the original block location. Although it shows a wildcard on the of page types (for example mod-page-*) I have not found that it appears on all pages in the course; just this one.
See if that hold true for what you're working on, if not, I'm happy to take a closer look.
cb
