Would something like this work for you?
You would of course, have to set the style you want in a slightly different way.
Dim oDDoc As DrawingDocument = ThisDrawing.Document
Dim oDStyle As DimensionStyle = oDDoc.StylesManager.DimensionStyles.Item(1)
Dim oSheet As Sheet
Dim oDims As DrawingDimensions
For Each oSheet In oDDoc.Sheets
oDims = oSheet.DrawingDimensions
For Each oGDim As GeneralDimension In oDims.GeneralDimensions
oGDim.Style = oDStyle
Next
For Each oODim As OrdinateDimension In oDims.OrdinateDimensions
oODim.Style = oDStyle
Next
For Each oODimSet As OrdinateDimensionSet In oDims.OrdinateDimensionSets
oODimSet.Style = oDStyle
Next
For Each oCHDimSet As ChainDimensionSet In oDims.ChainDimensionSets
oCHDimSet.Style = oDStyle
Next
For Each oBLDimSet As BaselineDimensionSet In oDims.BaselineDimensionSets
oBLDimSet.Style = oDStyle
Next
Next
Wesley Crihfield

(Not an Autodesk Employee)