Always change to your application working directory before running R:Style. While R:Style will handle full paths, it is better to work in one directory at a time. That way you can create a local configuration for that particular directory. Simply start the R:BASE Editor and then click on R:Style Setup icon to create a local configuration for that particular directory.
Then, to run R:Style, you can either press the [Ctrl]+[Y] key combination, select the R:Style button on the "Edit" toolbar, or choose "Run" > "R:Style" from the main menu bar.