I've been talking to vbsupport about this same issue and as a result we have found a few bugs with it that they will fix.
I found a way to do exactly what you want though.
- Change any CMS section and/or forum area to a new style.
- Make sure in adminCP settings - options -- style and language options --- in there, make sure it's set to "allow users to change styles"
- Then go to the Style manager. Make sure only the default style has a tick by it.
Then when people move around your site it will change to the style you've set for each area.
Hope that helps!