Issues with right-click menus

[Grudgebearer]

I tried to follow the Tutorial listed here to create a Right-Click menu:
http://www.wowwiki.com/HOWTO:_Use_UIDropDownMenu

I can't get it work and I'm thinking I just don't have it designed correctly.

It talks about creating these frames:

   <Frame parent="UIParent">
       <Frames>
           <Button name="MyDropDownMenuButton">
               <Scripts>
                   <OnClick>
                       MyDropDownMenuButton_OnClick();
                   </OnClick>
               </Scripts>
           </Button>
       </Frames>
   </Frame>

   <Frame name="MyDropDownMenu" inherits="UIDropDownMenuTemplate" id="1">
       <Scripts>
           <OnLoad>
               UIDropDownMenu_Initialize(this, MyDropDownMenu_OnLoad, "MENU");
           </OnLoad>
       </Scripts>
   </Frame>

Do I include this in my parent frame's <Frames> tag or do I put these on their own?

I tried both and niether worked, so I don't know if I'm doing something else wrong?

I created the appropriate LUA file and functions to output their names "MyDropDownMenu_Onload" for example.

The Onload function is called, but nothing else is.

I don't really understand where I'm going wrong - any tips or pointers in the right direction would be fantastic :-D