Hello,
When you have the style set up as you want it, Press SD Card, SD Tools and you will see on the right hand side (one up from bottom) there is "Custom Styles Tools" Press this button and and see if this is what you need to do. Not having used this function myself, I cannot advise you further.
However, if it is a CUSTOM STYLIST style you are trying to save, then you will have to go Programme Menu, Custom Style Copy, where you should see your chosen style in one the boxes. (usually on the lefthand side marked FROM) Press the DIRECTION to change the arrow to a Memory Bank of your choice, OK it, Exit and you will then see your settings in the Bank you have chosen. This can then be saved to SD in the normal way.
Hope this helps.
Aud (U.K.)