Unable to include Tex symbols within a plot

[Robert Bains]

Dear Sir/Madam,

I'm using the following command to set the interpreter to tex:

set (gca(),'interpreter','tex')

when I try to include a tex symbol within the xlabel, nothing happens. For example using xlabel('\Pi') does not display the symbol. It only shows \Pi.

I'm using  Octave 3.6.1 on a Windows XP machine. I have latex installed on my machine. I installed  MikTex 2.9. 

I have also tried to use addpath() in order to include the path of the Tex installation. 

I would truly appreciate it, if you could help me with this issue.

Best regards,
Robert Bains