in the HTMLEditor/custom folder, there is a .js file for each of the instances applied to the insert and update page.
In each of theose js files, find the line:
FCKConfig.StylesXmlPath = ''; // relative to fckeditor/editor/fckeditor.html
and change it to:
FCKConfig.StylesXmlPath = '../custom/storeStyles.xml'; // relative to fckeditor/editor/fckeditor.html
now create the HTMLEdior/custom/storeStyles.xml file and add the following code:
<?xml version="1.0" encoding="utf-8" ?>
<Styles>
<Style name="MyStyle" element="span" >
<Attribute name="class" value="MyStyle" />
</Style>
</Styles>
you can add more style blocks for each of your styles.
Make sure you also attach the style sheet that defines the styles to the pages.