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Edit the template: style_chooser
Find this line: (line 27)
Code:
<ul class="listPlain listColumns">
Change to:
Next fine this line: (line 34)
Code:
}) }}" class="menu-linkRow">{$style.title}{{ !$style.user_selectable ? ' *' : '' }}</a>
Change to:
Code:
}) }}" class="menu-linkRow">{{ repeat('--', $style.depth) }} {$style.title}{{ !$style.user_selectable ? ' *' : '' }}</a>
And... you're done!