Is anyone using the Auditor class?

I have added the following code to the BeforeSave and AfterSave business object events but nothing happens:-

Auditor.InsertAuditRecords(this);

I have enabled auditing for both the business object and the current user but the following returns false:-

Auditor.ShouldAuditDataChanges(this);

I think I am having another dumb moment but I can't see what is wrong.

Thanks,

Aaron