POINTS data appearing only at large scales

[Holger Dürer]

I thought I had understood the basic principles of mapserver but now I 
am completely lost and I don't seem to come up with suitable search 
queries for the archive to see if others have had this problem before.

I have a simple shape file with points (state capitals).
The LAYER is quite simple, STATUS default, a NAME, TYPE points, DATA 
..., a CLASS with a STYLE ... that's it.

The layer will only render the points at a very large scale, once I zoom 
in past a certain value they disappear completly. 
Note that I did not add any MAXSCALE to my CLASS...

Any ideas what I am doing wrong?
Thanks,
    Holger