jQuery Grid Plugin - jqGrid

I've been looking around but I can't seem to get this to work.  I'm assuming it's some sort of DOM issue but I really don't know.

I have a div where I dynamically create the table for jqGrid.  If we use the example from the demo here http://www.trirand.com/blog/jq.....qgrid.html

This works just fine:
<div id="MyGridData"><table id="list4"></table></div>

This does not

<div id="MyGridData"></div>

then in js:

$("#MyGridData").html('<table id="list4"></table>')

Any ideas why?

Everything else is the same as the demo.  I put the relevant MyData and loading code in document.ready for when the page loads.