It sounds like something isn’t implemented in the system you’re using. Your code works for me in Oracle 10 and also in SQL Server 2005. What are you using?
There’s a faint chance that an error in the code you didn’t post is causing the problem. Post a complete SQL statement (as simple as possible) that gets the same error.
If your system really doesn’t support this, there may be another way to get the results you want. Describe what you’re trying to do; include a few rows of sample data and the results you want to produce from that data.