I have not used the depends attribute in the @Startup annotation, but I would add debug brkpts to see what's going on. Especially in the @Create method (although I would assume that that method is only called once b/c the component is Session scoped).
In your code above, getMyMap() has a return type of void and also this.MyMap is used instead of this.myMap. I'm assuming you just typed those in wrong here in the post, but if not, that could be the problem. hehe
Try putting some debug statements in your methods load(), getMyMap(), and useHelper(). Sometimes, doing that can offer a clue as to what is going wrong, like seeing calls in the wrong order, etc.