How to create a menu from get_nav_menu_locations when it always returns an empty array?

[admin]

In the wordpress dashboard I've created a menu under appearance -> menus and named it "my-menu".

Using example code from <a href="http://codex.wordpress.org/Function_Reference/wp_get_nav_menu_items" rel="nofollow">this page</a> I'm trying to build the menu. In my

/wp-content/themes/blankslate/header.php

I add the following code:

$menu_name = 'my-menu';
$locations = get_nav_menu_locations();
print_r ($locations);

Basically on every page the

$locations

is an empty array even though I've created and saved the menu. Was hoping to create menus and having the name of it in a custom field so every page can have it's own menu (or nothing when left empty or default menu when custom field not provided).

Guess I'm not getting the way wordpress intends the user to use it, maybe it's just a checkbox somewhere. I did notice that when I check the box

Main Menu

under Appearance -> Menus the array returned isn't empty but

$locations[ $menu_name ]

is not set.

Using wordpress 3.6.1 with a modded blankslate theme.

<strong>[UPDATE]</strong>
The functions.php is hardly changed and the register_nav_menus is set with the following parameter:

array( 'main-menu' => __( 'Main Menu', 'blankslate' ) )

I guess that's where the

Main Menu

checkbox in Appearance -> Menus on the Dashboard comes from. Commenting out this line makes

Menus

disappear all together.