WORD XP Styles & Formatting Task Pane

The issue is NOT HOW to customize the Style Listing using the 'CUSTOM Option' in 'SHOW' of the 'Style and Formatting Task Pane'.

The issue is when you do customize the 3 options in 'SHOW'. The display in this Task Pane does NOT change at ALL forany of the 3 options. They willl display the exact same styles for all 3 categories (listings). This seems to be a "BUG". The environment I'm working in is a law firm.
The question is WHY? and Is there a work around?