The styles I set up disappear

I am formatting some documents which should look the same in terms of style.
So I set up styles for headings, etc. in one document, thinking that they
would go into a general style database (like all styles). But when I started
on the second document, I can't find the styles from the first one. Do I have
to reset the styles every time, or make a special template to do this? I
would like to avoid creating yet another template if I can.

I'm using Word 2003.

Thanks,
Suroor