if the HTML Editor version being used is HTML Editor 3, this post is the most relevant to using your own style sheet:
If this is not working for you, please post some more details on exactly what the problem is.
Are styles showing in the list, but not applying to the content when used?
Screen shoots would also be helpful along with copies of the pages you are editing so I can see the code you are using.
for the issue you are having with bullets and apostrophes, find the following line on the admin/contenst_insert.php page and the contents_update,php page:
$CKEditor_config["entities"] = false;
and change it to:
$CKEditor_config["entities"] = true;