Whenever you install new class files or packages, you must update the TeX database, otherwise the files will not be found. How to do this depends on the system you are using:
Recent versions of MiKTeX have an application called MiKTeX Update Wizard which can automatically download and install known packages, check the MiKTeX documentation for further details.
If you experience any problems, contact your system administrator for help.
Alternatively, you can leave the .sty file in the same directory as your LaTeX document, but if you do this, you will only be able to use it with documents in that directory.
Related UK TUG List of Frequently Asked Questions topics:
Nicola L. C. Talbot.
School of Computing Sciences.
University of East Anglia.
Last Modified: 2008-01-15