Hi,

It's all right,
Actually, you have to clic on the bar where the style has to change, then press "F5" to open the dialod window and then clic on "STY.." to choose the style you want to use.

A little information which can be useful.
If you want to use a style in 3/4 in your song, same process but don't forget to enter "3" in the # beat pro measure box. I found out the solution yesterday.

Fab.