Trouble configuring/using OpenLDAP

[Fran Fabrizio <ffabrizio@mmrd.com>]

I've just installed OpenLDAP on out Linux machine.  I have been following 
the Quick Start guide available on OpenLDAP's web site.  However, when I 
attempt to add an entry, I consistently get the error:

ldap_add: No Such Object

I get this even on something as simple as trying to add:

dn: o=MyOrg
o: MyOrg
objectclass: organization

Any idea what might be going on?  I did go into slapd.conf and change the 
<My-Domain> and <COM> areas to properly reflect my domain, and I can see 
that slapd is actually running, but that's as far as I can get.  Thanks for 
any help you might be able to provide.

-Fran