Chances are, the style for that sample was applied improperly
in Word.
I've found that best practice for lists in RH is this: no
styles at all. Start with Normal style, select the list item
paragraphs, and click the bullet/number toolbar icon. For sub-list
items, select those paras and click the Indent toolbar icon. This
method also enables your lists to look the same when you generate
Printed Doc layouts.
If you absolutely must enforce some styles, use the OL and UL
elements in your style sheet. (You can even use what's called
descendant selectors (set styles for all UL lists nested within OL
lists with an OL UL setting, for example). See the
WWW site for
tutorials.
You might want to strip all those styles from the Word doc
before you import it. (Word is good at allowing global style
changes through the Replace function.)
Good luck,
Leon