You may need to do that as well, depending upon what you want for a final result. If you find that the way the out-of-the-box content is set up with regard to the assigned layer keys that Eric noted, then editing the Layer Key Style to use your desired layer for each key should suffice.
If you find that, in general, the layer key assignments in the content are acceptable, but take exception to some and would like to change those and only those, then you will need to edit the databases/recipes/blocks (depending upon content type) to assign a different layer key to the components you feel are not properly assigned.
Keep in mind that you may need to repeat that exercise every time you upgrade to a new release. You will likely want to minimize the number of items you customize in the databases/recipes/blocks to those that absolutely must be changed.
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David Koch
Autodesk Discussion Group Facilitator
Using ADT 2004 at work; access to 2005, 2006, 2007 & 2008 at home