Styles can be a thorny issue.
Once you install a Custom Style you have altered the functionality of your forum in terms of what the user sees, and how quickly/efficiently it works. (Your data (posts, users etc) is generally safe, though - it lives in your database - and reverting to a default style will usually solve problems caused by a Custom Style)
I always test Styles on a test board before "going live"
You need to make sure the Style is updated to your version of phpBB (3.01, 3.02 etc) or it can cause no end of odd errors when you use an incompatible Style.
You can look here, but check the version number as mentioned, and read the comments in the topic to see if there may be problems/issues with the Style: