Adobe Illustrator CS5 Question (please)

Hello everyone,
I am trying to create a graphic style using Adobe Illustrator CS5 on the Mac. For some reason a particular graphic does not show up in the graphic style menu after I drag it in. I would upload it but I see I do not have that option. It’s a sky with stars, a moon and rays. It turns into just a plane white box. The vector illustration is made of several parts and I put it through the path finder in order to separate certain elements. Can anyone tell me what I might be doing wrong?
Thank you.

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