Similar to Lonnie's experience, here in the U.S., the majority of the newer energy saving light bulbs are of the compact flourescent type and these cannot be dimmed. There are a few manufacturers such as General Electric that make a specialized dimmable compact bulb, but they are quite expensive and take a special dimming switch...
The energy saving types that ARE able to take a dimmer are clearly marked on the packet. Generally they seem to be the most expensive type. No doubt in a year or so more types will be developed and prices will reduce.