Changing & verifying the --max-cert-depth in Windows

[erythrocyte]

Hi,

I have installed the CLI version of GPG.

I understand that GPG options have to be set in a configuration file.
The configuration file can be created if it doesn't exist as per a
previous thread here

         http://lists.gnupg.org/pipermail/gnupg-users/2008-December/035146.html

I added the following line in my gpg.conf :

        max-cert-depth 3

And then ran:

        gpg --update-trustdb

And then:

       gpg --check-trustdb

And here's the output of the last command:

      gpg: 3 marginal(s) needed, 1 complete(s) needed, PGP trust model
      gpg: depth: 0  valid:   1  signed:   0  trust: 0-, 0q, 0n, 0m, 0f, 1u
      gpg: next trustdb check due at 2011-03-03

It mentions that the --marginals-needed option is set to 3. And
--completes-needed option is set to 1. Which I think I'm okay with.
But the depth mentioned is 0!

Why hasn't it changed? And how do I verify my current --max-cert-depth value?