I guess you are referring to "Block Quick Style Set switching" in the Formatting Restrictions dialog box?
If you want the option to be selected in new, blank documents you will have to open Normal.dotm as a document and select the option there. Save and close the template when you are done. (Usually, "Block Quick Style Set switching" is used in conjunction with
formatting restrictions, but you don't have to do so.)
To open Normal.dotm quickly, you can do the following: From within Word, press Alt+F11 to display the Visual Basic Editor. Press Ctrl+G to activate the Immediate window. Type
NormalTemplate.OpenAsDocument and press Enter. Normal opens in a separate window (and you should now close the Visual Basic Editor).
When you are done, save and close Normal.