Are you placing a curtain wall object, then editing it in place to add the overrides you described? If so, you need to save the overrides back to the style if you want them to be part of the style, applied to all future uses of the style.
If not, a more detailed description of what you are doing - and, if possible, a sample file - would help us help you.
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David Koch
Autodesk Discussion Group Facilitator
Using ADT 2004 at work; access to 2005, 2006, 2007 & 2008 at home