Plotting from .m file with Octave for Windows does not show plot

Question

http://www.gnu.org/software/octave/

http://octave.sourceforge.net/

Octave-3.2.4_i686-pc-mingw32_gcc-4.4.0_setup.exe

While

plot(1:4)

works from the Octave prompt, using

octave my.m

does not result in a plot window being displayed.

Do I need to stop the execution of the m file somehow?