Photoshop :: How To Keep Layer Effects On One Layer From Affecting Another Layer

I have found that when I use the Layer Styles on one layer and then make a new layer or select a shape that creates a new layer that when I go to add Styles to the new layer/new shape the previous layer is affected by how I set the Bevel & Emboss, Direction, Altitude, Drop Shadow etc etc.
 
For instance, let's say I have a ...
 
BG > New Layer > draw an ellipse and then add a Bevel with an  > Angle of 89 and an Altitude of 30 and then I add a New Layer > open the Styles and go to change the Angle to say +89 or whatever and the Altitude to say 45 ... the first Layer/Shape Effects change.
 
How I can keep one Layer from being affected by an other Layers Effects'?
 
I have found that if I Rasterize a Layer Effect that I can add a "double" effect on the same layer but I haven't tried the to do this with separate layers. However, for most of the work I am doing I cannot use the Raster because everything needs to be true vectors.
 
I have a Dell Laptop/Windows 7 Home Premium that's a 64 bit