For Irina: The error is coming from the report itself. It cannot find the DLL. Make sure you add the reference in your *report* project to the style DLL, and that the latter is in the correct location at run-time.
For Adam: DUDE! This rocks, especially the data-driven piece, which is exactly what I will implement. I've actually be waiting for the last week for this article to appear. The one thing I will try to add, and to address issues about performance, is caching of the result set from the DLL. I.e. Once the data is loaded from the database, it should be memory resident on the report server unless forced to reload. At the very least (in case in-memory caching is not doable), each report should have 2 functions: 1 calls a method inside the DLL that returns a dataset of all the style info and stores it in a variable in the report, and a second that searches the data set variable for the requested style for each property setting. I can't wait to get my fingers into this! Thanks for a great article.