Are styles illegal on COL elements?

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Consider the following HTML: 

IE displays the background color of the second column blue, but Firefox does not. My question for you CSS pros out there is: Is the background-color style not supported on COL elements? (or is there something I can do to make this work?) 

<html>
<body>
<table cellpadding=10>
<colgroup>
<col>
<col style="background-color:#0000FF">
</colgroup>
<tr>
<td>should be window color</td>
<td>should be blue</td>
</tr>
</table>
</body>
</html>