Saving new styles to the styles box

Hi gang,
Im having trouble saving my new styles in the styles palet. Everytime i save a style like the blue glass button i have just created it saves it but not as the colour it is just as a grey box which wen applied to another image that i wish to create the same effect on - it simply applys a grey covering to the image not the 3D blue glass button effect i was hoping for. Any ideas please???? Im doing this by clicking on the create new style on the bottom of the styles window (the box that has color/ swatches/styles) on the top of it. I am doing this after i have finished creating the new style that i wish to save. Am i saving the new style/effect i have created wrongly???

Thanks in advance,



Harv