When you create the style, be sure you check the "Add to template" box to
make it available to new documents. If you will be creating a lot of new
styles, I'd advise creating a document template to store them in rather than
clutter Normal.dot. You may also find (though again I would not advise doing
it in Normal.dot) that it is more efficient to modify the built-in styles
rather than create new ones.

For information on creating and modifying styles and templates, see these
articles:

Creating a Template - The Basics (Part I)
http://word.mvps.org/FAQs/Customization/CreateATemplatePart1.htm

Creating a Template (Part II)
http://word.mvps.org/FAQs/Customization/CreateATemplatePart2.htm

Shauna Kelly’s article on styles
http://www.microsoft.com/office/using/column14.asp

How to modify a style in Word
http://www.shaunakelly.com/word/styles/ModifyAStyle.html

How styles in Word cascade
http://www.shaunakelly.com/word/styles/HowStylesCascade.html

Why use Word's built-in heading styles?
http://www.shaunakelly.com/word/numbering/UseBuiltInHeadingStyles.html

--
Suzanne S. Barnhill
Microsoft MVP (Word)

If document B was created after you saved the style in normal.dot, it should
have MyStyle1. If it was created before, it will not. Like Suzanne, I
recommend storing your custom styles in your custom document templates
rather than in normal.dot.

See http://addbalance.com/usersguide/styles.htm and
http://addbalance.com/usersguide/templates.htm as well as the pages that
Suzanne referred you to.