I'm having a strange problem with the output window in RGui (under Win XP). I should see a plot like the one below...

... when I run this script:
library(ggplot2)
x <- rnorm(100,0,1)
y <- rnorm(100,0,1)
z <- data.frame(x,y)
g <- ggplot(z, aes(x,y)) + geom_point() + theme_gray()
Instead, in the plot window it shows a white background and white grid lines, like below.
R Plot Window

When I export the plot to .png and I "preview" it in windows explorer - it doesn't show a background or grid lines.
Png in Windows

Same Png in Gimp

Same Png uploaded to image hosting

Any ideas about what's going on? How can I get the plot to display correctly in RGui?