[OS X TeX] TexShop and Makeindex style files

[Dr. Timothy J. Stone]

I'm running TexShop (with XeLatex) and cannot see from  
anydocumentation i've found (note last word) where I should put  
a .sty file and how to feed its name to the makeindex command to  
amend the appearance of my document index created with makeindex from  
within TexShop.  I've played with what look like plausible locations  
to no discernible effect but now give up with humility and would be  
hugely grateful for team wisdom rather than experiment further.   I'm  
missing something very basic, i think.

All sensible advice gratefully received!

Many thanks,

Tim

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