How to get harvard style through “agsm”

I wan't to use harvard style in my paper. I'm using TeXMaker and natbib. I got agsm.bst downloaded. But it's not helping. I'm using these commands

\documentclass{article}
\usepackage{natbib}
\begin{document}

\bibliography{FILE}
\bibliographystyle{agsm}  % that loads file agsm.bst
% it's working fine for \bibliographystyle{plain}, but that's not the referencing I want
\end{document}


I doubt it's a problem with the way I'm saving agsm. Can someone help me out?

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In the code given in your post, you are loading the file pjgsm.bst, not agsm.bst, is this a typo? What error message do you get? – Corentin Oct 16 '12 at 12:51
@Rahul: I've added a comment in your not complete MWE to make clear where you load the file pjgsm.bst instead of the wanted agsm.bst. Please make always a complete minimal working example (MWE). I added \documentclass{article} to your MWE. Please correct it, if you need something else ... – Kurt Oct 16 '12 at 13:17
– Peter Grill Oct 16 '12 at 15:49
@Corentin, i'm sorry, that's a typo, should be {agsm}. Thanks Kurt, you did a perfect editing. But my question still remains unanswered. – Rahul Oct 17 '12 at 11:12
As you confirmed that pjgsm is a typo, I took the liberty of editing your post to replace this with agsm as you meant. – Corentin Oct 17 '12 at 14:51