To add on to what Deryk said, you can try the following if you have a smaller package and this may resolve the issue with not being able to swap styles:

Likely what is happening is that you are trying to use a Style you don't have and missed the "please rebuild" message on the status bar in green. When you first install and start using the program, you will need to do a rebuild of the StylePicker to update the list to show you only what you have instead of all the Styles in existence. You can do this by going to Style | StylePicker (Browse All Styles) | Rebuild. You'll want to do a slow rebuild or complete rebuild, and that will update the list. You should then be able to select any of the Styles in the list.

Cheers,
Ember