It's just a bit different to regular chess.
The king will end up on the same square as it would castling in a normal game, you must clear the squares in a similar way.
e.g. in your game.
1.e4 e5 2.Nf3 b6 3.Bc4 Nf6 4.O-O
Many thanks for the response. :D
Trouble is, I have a current game where I 'should' be able to castle NOW, but can't!
http://www.chess.com/echess/game?id=79299948
Seems not to be working....is it just me?