Tiny MCE Strips STYLE Tags

Hi,
I am using Tiny MCE Advanced to allow STYLE tag. However, it gets removed upon saving the documents. I have read on the internet somewhere that you can force Tiny MCE to allow STYLE tag by coding
valid_children : “+body[style]”
in some config file. I am trying to find the location of this file. I am not a very Advanced user but I need to get this done. I would like to know the name of the file and what to change?

Thanks,

AKbar Ehsan