Time Zone Setting

I just ran into a small mystery.  I am trying to set the time zone
during my session and here is what happens:

megan=# set timezone to 'EST'
megan=# do some work here
megan=# set timezone to 'PST'
ERROR:  unrecognized time zone name: "PST"
megan=# set timezone to 'PDT'
ERROR:  unrecognized time zone name: "PDT"
megan=# set timezone to 'MST'
megan=# set timezone to 'GMT'
megan=# select version();
                                                 version
--------------------------------------------------------------------------------------------------------
PostgreSQL 8.1.3 on x86_64-unknown-linux-gnu, compiled by GCC gcc (GCC)
4.0.0 20050519 (Red Hat 4.0.0-8)

My default timezone is PDT for this time of year.

I am a bit mystified.  Any suggestions?

Regards,

Jim