I agree with Dom on the categories, sometimes the styles are not where you expect them.
But its ok, because you have Factory Styles and User Styles folders on the hard drive. The users styles folder is essentially a clone of the factory styles, this means you can reorganize and move the user styles around and even delete ones you don't want without affecting the factory folder. I recommend leaving the factory styles folder alone.
The midi styles from your SD are recognized by [SD] after the filename. They also lack the Audya @ sign (for Audio). You soon realise that its nicer to play with the Audio styles as Don says, and end up hardly touching the SD styles at least as they are at the moment.