ARB Multisampling

I have been following the tutorial46 at about multisampling, and I have incorporated it into my game. As far as I can
see, I have everything working as per the tutorial, but its not working in my game. I create my DC and set the pixel format, then check to see if multisampling is supported. If it is, then I kill the window, and create a new one with the sampling enabled. This all seems to work fine, and I have support for 4 samples in my video mode. However, when I call glEnable(GL_MULTISAMPLE_ARB), nothing changes. I have looked very closely and there is no difference at all between multisampling being off and on. What can I be doing wrong?