Mark, which skin are you using? I'm experiencing same problem with DNN 6.1.2 and Freestyle Skin from DNN Design Challange.

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Mark,
If you used the config file downloaded from the Wiki it's missing an entry.  Check your web.config near the bottom where the CDF entries are made.  If you as missing the DNNPageHeaderPRovider entry add it in.

<clientDependency version="0" fileDependencyExtensions=".js,.css">
    <fileRegistration defaultProvider="LoaderControlProvider">
      <providers>
        <add name="DnnBodyProvider" type="DotNetNuke.Web.Client.Providers.DnnBodyProvider, DotNetNuke.Web.Client" enableCompositeFiles="true" />
        <add name="DnnFormBottomProvider" type="DotNetNuke.Web.Client.Providers.DnnFormBottomProvider, DotNetNuke.Web.Client" enableCompositeFiles="true" />
        <add name="PageHeaderProvider" type="ClientDependency.Core.FileRegistration.Providers.PageHeaderProvider, ClientDependency.Core" enableCompositeFiles="true" />
        <add name="LazyLoadProvider" type="ClientDependency.Core.FileRegistration.Providers.LazyLoadProvider, ClientDependency.Core" enableCompositeFiles="true" />
        <add name="LoaderControlProvider" type="ClientDependency.Core.FileRegistration.Providers.LoaderControlProvider, ClientDependency.Core" enableCompositeFiles="true" />
        <add name="DnnPageHeaderProvider" type="DotNetNuke.Web.Client.Providers.DnnPageHeaderProvider, DotNetNuke.Web.Client" enableCompositeFiles="true" />
      </providers>
    </fileRegistration>

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Steven Webster
Manager, Community Platform
F5 Networks, DevCentral