All silverlight control style should be designed in generic.xaml which is in theme folder.

But when there are a lots of controls, the generic.xaml file will be too big. Generally, we hope one control style, one style file. There is one more further step we need to move:

Reference the other style files in the generic.xaml file like below:

    <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/AssemblyName;component/FilePath/Filename.xaml"/>
        <ResourceDictionary Source="/AssemblyName;component/FilePath/Filename.xaml"/>
        <ResourceDictionary Source="/AssemblyName;component/FilePath/Filename.xaml"/>
    </ResourceDictionary.MergedDictionaries>

It will work like a charmming.