[Tamlin]

No, you need to open the Styles menu. Do this:

In the Color/Swatches/Styles palette group (usually on the right side of the screen), make sure that the Styles palette is at the front. Click on the Styles tab if it isn't.

Click the button to open the Styles menu - it's the little black triangle - and select your chosen Style from the menu. This is where your downloaded styles will be listed if you have put them in the default location. If they're somewhere else, you'll need to select the Load Styles... option and browse for them.

When you choose a style, you will see a dialog box asking if you want to replace the current style. Click OK to load the new style (you can also choose to Append the new style to the current set).

Hope this helps - if anything is unclear, let me know.