Your multilevel list will only be part of a list style if you actually created it as part of a list style. See
http://www.shaunakelly.com/word/numb...g20072010.html.
List styles are found in the "List Styles" category of the Home | Multilevel List drop down. You can also find them in the Manage Styles dialog box, from where they can be modified the way you would modify any other styles.