@Happy_Feet: another thing I notice is that Cheapo might sometimes have trouble finding the files the style references if they are not somewhere under the "Styles" folder or one of its subfolders.
So I recommend putting all materials under the Styles folder, possibly in a subfolder. For example, you can make a subfolder named "MyFirstStyle" inside Styles, then put all the bitmaps, MODs, etc. for your style inside that subfolder. Then to reference the files in your STT, you would use a path like "MyFirstStyle\cancan.mod" instead of just "cancan.mod". Put the STT directly under the Styles folder just in case.