That is how styles are supposed to work - just select the layer and click . They're easy, but sometimes you don't get quite the results you're looking for.
I usually adjust things in the layer style menu, but that is only an option in Photoshop.
If you are using PSE, simplify the style and then change the levels (Control+L) where you can adjust the sliders until you get it darker. I would think you need to bring the mid-tones (middle slider) down, but I haven't tried it with that style. I usually just play with them until I get what I'm looking for. If you still have trouble, let us know.