Styles DDL not showing

Hope someone can help
I created a custom style ddl as per the ckeditor documentation (shown below).
When I tell the editor to use this (using the code config.stylesSet = 'my_styles';), the style drop down list just shows up blank.
Anybody come accross this or have any ideas?
Thanks

CKEDITOR.stylesSet.add( 'my_styles',
[
// Block-level styles
{ name : 'Blue Title', element : 'h2', styles : { 'color' : 'Blue' } },
{ name : 'Red Title' , element : 'h3', styles : { 'color' : 'Red' } },

// Inline styles
{ name : 'CSS Style', element : 'span', attributes : { 'class' : 'my_style' } },
{ name : 'Marker: Yellow', element : 'span', styles : { 'background-color' : 'Yellow' } }
]);