How do I make secure store API work?

I am looking at the snippets:

SAP HANA SPS09 - XS Programming Model

(page #46)

and in our app, I;m trying to initialize a secure store, but:

var sStore = new $.security.Store("localStore.xssecurestore");

throws

Store.constructor: could not find secure store

What am I missing? Should I import something? Or should I change some system settings in order to make this work?