Help with creating a style.
From the sound of it, you are mainly interested in making a style with new graphics and objects; you might be happy to just stick with the default music, lemmings, standards etc. but on the other hand you might also consider changing these if you want to get more advanced. For now though, let's just concentrate on the basics.
You need two things: a graphics stylesheet (similar to the ones you choose graphics from when placing them in the level editor) and an objects stylesheet. The only requirements for the graphics stylesheet are that each graphic should have its own rectangle -- all pixels in the rectangle but not part of the graphic should be black, and if you want part of the graphic itself to be black, just use very dark grey -- and the rest of the image should be a uniform background colour, which MUST be different from all the colours used in the graphics themselves. The objects stylesheet is similar, but the "frames" for each object animation (if it has more than one frame) should be placed in order one after the other. Remember to include at least one window and exit object!
Your style will need to have lemmings, standards etc., BUT you can just refer to other styles, in particular "Default.sty". You don't actually need to have the "Def-Stands" image itself (although it's very useful to have if you want to modify it to make your own standards).