Photoshop Stroke [Help!]

[zain]

Whenever I use a shape I can't seem to get a stroke on it, or a style or anything for that matter. I click the effects and accept them but nothing happens.

How come?

*edit*

Sorted, keeps going into grey scale when you start a new doc -.-

 

[The_KiD]

In your layers window, select the shape, right click on it and choose Rasterise image.

Now try adding your styles.