Mr.Blom,
First of all, thank you very much for your answer. It's my fault not to have said that I use Word 2003 and 2007. I am sorry for that. In Word 2010, you can write down a list on a blank page and convert it to a list style by the means of the user interface. The link below says that's already a new object in Word 2010:
http://msdn.microsoft.com/en-us/library/ff834895.aspx
I am using Word 2007 at home and Word 2003 at work. That's my problem. I need to create a list style (as a template maybe) and keep it to use as default numbering style anytime I need it.