It hasn't been confirmed by Microsoft (as far as I know), but experience tells me that Quick Style sets are unreliable with numbered and bulleted styles. Multilevel numbering is even more complex, so I'm not surprised that it is breaking when you use style
sets.
For assistance with setting up a multilevel list, see http://shaunakelly.com/word/numbering/numbering20072010.html. Save the file as a template; that way, you can easily create new documents with the same numbering scheme.
To transfer the multilevel list to an existing document, create a new document based on your template and then bring in the existing content via the Insert File dialog box.
You can display the Insert File dialog by clicking the arrow on the Object button on the Insert tab and then clicking Text from File (note that the command is misleading, because it doesn't insert only text).