Styles live in workbooks.

If you haven't made a change to the Comma style in a default workbook (like
book.xlt stored in your XLStart folder), you can try this:

Start a new workbook (not an existing workbook)
Open the workbook with the problem
Make sure the problem workbook is active

Format|style|click the merge button
Point at that new workbook (book1, maybe???)

Then finish up that dialog, close the new workbook and test out the Comma
button.

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You could also just modify the Comma style (if you can still see it under the
Format|style dialog box) the way you want.