Problems with tagging using OnMouseDown()

Hey guys, I have been writing a really successful script and I nearly finished it, but I faced a problem-

using UnityEngine;
using System.Collections;

public class Test : MonoBehaviour {

void OnMouseDown()
{
	gameObject.tag = "Example";
}

}

Isn’t working for some reason, I don’t know why but for some reason it isn’t. Could you please tell me how can I fix this problem, thanks!

PS
I have declared the tag and everything and it is working with if(…) and I am not getting any errors.

This is the API for OnMouseDown():

OnMouseDown will only run when you click on the GameObject it’s attached to. Are you clicking on the GameObject your script is attached to?