The confined nature of the debris from the Sagittarius dwarf to a narrow trail on the sky has recently prompted the suggestion that the dark matter halo of our Galaxy should be nearly spherical (Ibata et al. 2001; Majewski et al. 2003). This would seem to be in strong contrast with predictions from cold dark matter (CDM) simulations, where dark halos are found to have typical density axis ratios of 0.6 to 0.8. Here I present numerical simulations of the evolution of a system like the Sagittarius dSph in a set of Galactic potentials with varying degrees of flattening. These simulations show that the Sagittarius streams discovered so far are too young dynamically to be sensitive to the shape of the dark halo of the Milky Way. The data presently available are entirely consistent with a Galactic dark matter halo that could either be oblate or prolate, with density axis ratios c/a that range from 0.6 to 1.6 within the region of the halo probed by the orbit of the Sagittarius dwarf.