Format Tags Not Working

I have properly installed CKEditor and have been using it right along with out theses errors. For some reason, I will change a line of text to a different Format such as "Heading 4". Inside the editor itself, the change shows the font at this larger size. When I click the Source button, the code appears right as well, showing the appropriate tags.

Example: < h4 > Sample text < /h4 > (without the extra spaces; I had to include extra spaces so my post here would not recognise the code and turn the tags and text into how they should display as a header)

When I click Save, my changes are not being displayed. The text stills shows up as "Normal" not "Heading 4". So maybe the changes didn't get saved for some reason? To check, I go back into Edit mode and in the editor window, the text shows as "Heading 4" and when I double check the code, the "< h4 >" and "< /h4 >" tags are still showing surrounding my text as in my example above.

What is going on? How can I fix this?

Thank you!

Tom