Did you load the theme text domain? Example:
function so16309230_after_setup_theme(){
load_theme_textdomain( 'my_theme', get_template_directory() . '/languages' );
}
add_action( 'after_setup_theme', 'so16309230_after_setup_theme' );
The text domain also needs to be declared in your style.css
stylesheet header:
Text Domain: my_theme