Losing Format Styles

I am creating a very simple WebHelp file with a few Format Style changes to Header, bullets and numbers. When I reopen the project, I am losing the styles and everything reverts to the default styles. I have created WebHelp in the past without these particular problems.

Unfortunately, I am using an older version of both = RoboHelp 2002 and Word 2002/SP2. I hope someone can give me a clue as to what is going on with Styles.

Thanks in advance!