Two previews aren't the same

I encountered some problem when I try to change the style of the tex document. After I selected a new style from the file menu, the preview under the file menu gives the right style. However, the preview PDF under typeset menu still produce the tex in the old style. I have tried many ways to fix the problem, but failed. Could anybody possibly gives me a idea what I could do to fix it?

If you mean you changed the

If you mean you changed the style file using File, Style, this has nothing to do with the typeset appearance of the document.  The .cst file controls only the appearance of the document in the edit window or when using preview/print from the File menu.

In general terms, the way to change the typeset appearance of a document is to start a new document using the shell document of your choice and then move the content of the old document into the new document.  Another method would be to revise the packages used by the document via Typeset, Options and Packages and the Package Options tab.  Changing to use a new document class can only be done by starting with a new shell.