Page's Margins are not working

There is something fummy going on with margins. I set them up for each page but they won't take effect. Any ideas why ?

Here is my code.

import java.io.FileOutputStream;
import java.io.IOException;

import com.lowagie.text.*;

import com.lowagie.text.Document;
import com.lowagie.text.DocumentException;
import com.lowagie.text.Paragraph;
import com.lowagie.text.PageSize;
import com.lowagie.text.pdf.PdfWriter;

public class NewPDF {
  public static final int RIGHT = 40;
  public static final int LEFT = 40;
  public static final int TOP = 40;
  public static final int BOTTOM = 40;

  public static void main(String[] args) {

    System.out.println("Margins. May be ???");

      Document document = new Document();
      try {
        PdfWriter.getInstance(document,
            new FileOutputStream("pdfDoc.pdf"));
        document.open();
        document.setPageSize(PageSize.A4);
        document.setMargins(LEFT, RIGHT, TOP, BOTTOM);
        document.newPage();
        Paragraph para=new Paragraph();
        para.setAlignment(Element.ALIGN_JUSTIFIED);
        para.add("Page 1. This PageSize is DIN A4.This PageSize is DIN A4." +
            "This PageSize is DIN A4.This PageSize is DIN A4.This PageSize is DIN " +
            "A4.This PageSize is DIN A4.");
        document.add(para);
        document.setMargins(LEFT, RIGHT, TOP, BOTTOM);
        document.newPage();
        para.clear();
        para.add("Page 2. This PageSize is DIN A4.This PageSize is DIN A4." +
        "This PageSize is DIN A4.This PageSize is DIN A4.This PageSize is DIN " +
        "A4.This PageSize is DIN A4.");
        document.add(para);
      }
      catch (DocumentException de) {
            System.out.println(de.getMessage());
      }
      catch (IOException ioe) {
           System.out.println(ioe.getMessage());
      }
  document.close();
 }
}
Thanks