My code is

public static class ContainerBootstrapper
{
    public static void BootstrapStructureMap()
    {

        ObjectFactory.Initialize(x => x
                      .ForRequestedType<ValueHolder>()
                      .CacheBy(InstanceScope.Singleton)
                      .TheDefaultIsConcreteType<ValueHolder>());
    }
} 

Initialization code (its a windows service)

static class Program
{
    static void Main()
    {

        ServiceBase[] ServicesToRun;
        ServicesToRun = new ServiceBase[] 

{ new AppServer() }; ServiceBase.Run(ServicesToRun);

        ContainerBootstrapper.BootstrapStructureMap();

    }
}

And then I call an instance like this:

var valueHolder = ObjectFactory.GetInstance<ValueHolder>();

But I get everytime an new instance not the one used before.