Changing Bullets in FP 2002

I am using the Arcs Theme and have checked the box for Apply using CSS but
can't get anything but a standard bullet for a list. I want one of the
graphical bullets that come with the Theme.

I highlighted the bullet, went into Styles, Numbering and selected the
bullet I wanted. FP put the bullet in the box and then I clicked 3 or 4
times to return to the page thinking FP would replace the standard bullet
with the one I selected. Nothing changed on the page. Please tell me what
I'm doing wrong.