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I appreciate the comments.

In the meantime, the style file has been read. I had written one extension too many in the file name. It was a spelling error.

For the record: Several identical style files in different places do not affect the compilers behavior. They seem permissible.

I experimented ...

Thanks for your reply.

Now I've got one copy left: miktex/makeindex/german/HBstyle1.ist.

FNDB refreshed. Still doesn't work. File not found.

Where or what is the texmf tree?

I have MikTeX 2.7 and TexnicCenter Beta 7.01 installed. I would like to use my own index style file "HBstyle1". I have changed the last entry in the profiles dialog to

"-g -s HBstyle1.ist "%bm".idx".

I put a copy of HBstyle1.ist in different places, e.g.

miktex/makeindex/HBstyle1.ist,
miktex ...