Merging paragraphs with different styles

Hello.
I have many paragraphs in my document and want to merge them into just one paragraph but keeping their individual styles. When I tried it I used the "Find and Replace" tool to find 'the paragraph break symbol' and replace them with a 'space'. When I do this, all the paragraphs merge together but all the text has turned into the first paragraph's style. How can I get around this?