13 aug 11: I have diligently researched this question over the course of several hours and days. But it might help to understand that I have wandered here over the last 26 years via Word for DOS (stand alone style sheets) through Word for Windows (stand alone style sheets [*.dot] sort of incorporated into each document . . .): and now here I am washed up on the shores of openoffice.org as I try to break my surly bonds with MS before Mr. Gates stops supporting XP SR3.
The logic of organizing styles in openoffice is impenetrably difficult to understand. There is a logic – and I can sense it is much richer than Mr. Gates' opus magnus.
But the openoffice logic doesn't translate into crisp clear mouse moves to set custom styles in my default document: and to have those style appear in the pull-down menu called “Apply Style”.

- apply_styles.jpg (22.53 KiB) Viewed 18157 times
To obtain styles requires a wild chase-around all over my computer.
Apparently, there are no style sheets at all. The only way to import a style is to “Load Styles” from existing templates: which in my case are successfully imported from Word.
(I apologize for whiting-out the names of my styles and the names of my template documents)
It is also terribly difficult to “set” those styles in the empty default.ott which is stored in application data.
When I open up a new default document, my styles are not available in the pull-down menu for styles.
And I have to hunt them down.
It also seems impossible to modify a paragraph style on the fly and to have that new style be picked up by the document's style sheet. Changing a style requires a laborious side-trip to modify the style.
In Word, we could modify the style in the document, on the fly, and then opt to change the document's style sheet and the document's template in one fell swoop.
In openoffice: unfortunately it is a chase around: and it seems hard to get changes to set permanently.
However: I do note that once one uses a style in the document: that the newly used style does appear in the pull-down menu for styles.
Operationally: I think the problem surfaces in the most difficult fashion for us old-timers when the styles we want to use do not appear in the pull-down menu.
Question: how can I salt the style pull-down menu with my custom styles – even if they haven't yet been used in the document.