Ledger Lines and LaTeX

[Matthew Syvinski]

Just starting out using LilyPond...

When I run LilyPond alone, music is rendering fine, but if I include
LilyPond markup in a LaTeX document, the final layout doesn't include
ledger lines - notes above and below the staff are just hanging in 
space!

I have also tried embedding examples from the LilyPond website into
LaTeX documents, and the same thing happens, so I know it's not just
because I'm messing up the markup.

Does anyone know what causes this, and better yet, what the cure is?

Many thanks!

Necessary info:

*Fedora Core 1
*LilyPond 2.0.0 installed from lilypond-2.0.0-1.rhfc1.ccrma.i386.rpm