what do you mean exactly by "styles"? I assume you mean something like a template, a standard layout for a sig you want to re-use over time?
thanks for the tips
it really help me
Like the person above already said, when you save a project as a jpeg, gif, png or whatnot, it will be a "compressed" image, meaning all the layer info and such are discarded.
That would be under the "save for the web" option.
However, when you want to keep the project, as in, the files, the blending options, the guides, etc... Then you'd best save as a .psd.
Which is under the "save as..." option.
As for "styles", in a little more advanced sense, you can use actions, to let photoshop remember a set amount of applied options. Much like a macro. You can save this set, as an "action". If you look around the web for "photoshop actions" there's a bunch of premade ones you can download and use.