Modifying face-font-family-alternatives has no effect

[taz]

I'm using emacs23.4 on windows 7.

Here's an example configuration:

(setq face-font-family-alternatives '(("myfamily" "anonymous pro")))
(set-face-attribute 'default nil :family "myfamily")

I expect this should cause the default font to be set to "anonymous pro", but 
it seems to ignore whatever I set for face-font-family-alternative and behaves 
according to its default value instead (I always get courier or arial). 
Although setting family to "anonymous pro" directly does work. How can I get 
the expected behavior?