Making gnuplot plot to file

[Richard Harran <95rmwh@eng.cam.ac.uk>]

Could anyone tell me how to make gnuplot output its plots to (eg) a
postscript file.  I have tried
	gnuplot> set output "outfile.ps"
	gnuplot> plot 'myplot'
but it plots to screen.  When I exit, there is and outfile.ps, but it is
zero bytes.

Any help appriciated
TIA
Rich