Using HTML in Swing components with Linux

Ok this is really strange, none of the html tags seem to work under my
linux machine and it's running java version 1.4.2... they should work.

Here's a simple example, all I get is the JLabel with all the html
showing as regular text.

Any suggestions? Does anyone else using linux get this?

import javax.swing.*;

public class Random extends JFrame {
public void loadFrame() {
JLabel label = new JLabel("<html><b>Test</b></html>");
this.getContentPane().add(label);
this.setSize(400,400);
this.show();
}

public Random() {
loadFrame();
}

public static void main(String args[]) {
new Random();
}
}

.