Hi, Jen...
If you're trying to copy styles between two documents, you may want to read the below KB article from Microsoft. I'm not sure if it pertains to your particular problem, though.
Microsoft has deemed this to be a known bug in the Office Word 2007 program.
Here's the link: http://support.microsoft.com/kb/924683/en-us
The problem is that if you copy text and/or tables from one document to another...the styles are not being transferred.
Their answer to the bug...format the new document. Wouldn't you know it?
Anyway...visit Office Update frequently to see if your software is missing any updates which may be applied to your software which may, in fact, fix the problem.
I wouldn't hold your breath, though. No telling when and if it'll be fixed.