You can load new styles into XG works. Just add into the existing subfolders or make new subfolders that are inside of the "Style" folder. If I remember right, I think I had to change the .prs extensions to .sty ( XG works will recognize .stx and .sty files ).
You cannot make new styles in the program itself, unless you know how to add all of the casm and marker data. You would then have to change the .mid extension to .sty.
There is a much easier way. Michael P Bedesem's style maker program does all of this for you. You can set his program up so that XG works is the sequencer that it uses to work with the midi data.
AJ
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AJ