This blog helped me: http://polymathprogrammer.com/2009/11/09/how-to-create-stylesheet-in-excel-open-xml/
My problem was that I wanted to add NumberingFormats to the stylesheet rather than adding a new stylesheet altogether. If you want to to that, use
Stylesheet.InsertAt<NumberingFormats>(new NumberingFormats(), 0);
rather than
Stylesheet.AppendChild<NumberingFormats>(new NumberingFormats(), 0);
surprise, order counts..