Merging Vid + Subs = "Unknown style found"

Hey guys
I do believe it is more a Problem related to my converter ( xilisoft ultimate ) than aegisub, but I could Need some help here

Problem is, the only Software, which I found and which Shows the Subs I made properly, is like above the Xilisoft Converter.
Since I use the GNT Subs für translating into german, theres normally nothing I have to Change in styles and stuff. In part 3 of the EDF24 there actually are some positions, I made a new style. For example when the children of Yamasaki and Tanaka are talking.
So when I start to convert, the Software says "Unknown style found "Girl1() example" - Changed to DEFAULT.
On the Xilisoft site/Forums theres nothing said about that at all. Some minor adjustments but nothing helpful. So how do you do that, that all the other styles you guys made, are "found" and used correctly? Is there a Special way to integrate new styles?

Thanks a lot