NullReferenceException when using Rhino Mocks

Question

I am testing the following method while using Rhino Mocks but meet a NullReferenceException:

public static List<string> RetrieveColumnNames(IDataReader reader)
{
    List<string> columns = null;

    for (int i = 0; i < reader.FieldCount; i++)
    {
        columns.Add(reader.GetName(i)); //Exception happened here when calling GetName
    }

    return columns;
}

[TestMethod()]
public void RetrieveColumnNamesTest()
{
    //Arrange
    IDataReader reader = MockRepository.GenerateStub<IDataReader>();

    reader.Stub(x => x.FieldCount).Return(2);
    reader.Stub(x => x.GetName(0)).IgnoreArguments().Return("First Name");
    reader.Stub(x => x.GetName(1)).IgnoreArguments().Return("Second Name");

    //Act
    using (reader)
    {
        List<string> list = RetrieveColumnNames(reader);

        //Assert
        Assert.AreEqual(2, list.Count);
    }
}

Not quite sure what's wrong with the arrange step.