I actually did. The reason must another one.

What I did in detail:
- I tried it with different versions of blender on a Windows XP machine
- I chose sculpt mode
- I chose different sculpt tools like draw, pinch, grab
- I changed the values of strength and size
- I tried it with the default cube, with multires set to different levels
- I tried it with an imported obj file with different settings of level of multires

I hope it is something obvious - that I certainly never forget when someone points it out once...