style definition doesnt load

I'm working on a fresh 3.3 version.

I was following this guide http://docs.cksource.com/CKEditor_3.x/Developers_Guide/Styles to change the default styles but I'm still stuck with the default styles . None of mines appears...

I created a mystyles.js file and "linked it" from the config.js file with

config.stylesCombo_stylesSet = 'mystyles:ckeditor/mystyles.js';