> And personally bst files should always go into c:\localtexmf\bibtex\bst\
Since the .bst file (downloaded from a Journal's website) is only needed for a paper I am writing, it makes sense to put it along with the paper. Also, it is troublesome, and sometimes not allowed, to put it to the texmf directory. Fortunately, I only need to do so for windows systems. Cheers, Bo