That is what he meant. You can change the parameters and have different result but the actual raw image file is still the same.
You can adjust, change parameters and save in DPP but the actual RAW image file is not change. If you use that same raw file and put it on another computer with DPP your changes maybe gone and back to square one meaning original raw image is not affected. Same for on camera pic style settings. You can select whatever style but the raw is still very raw.

That's what i think how it works after using dpp for quite a long while. I don't have pic style on 350D. I shoot raw, i use DPP pic style on my raw image and it works wonder!
This is something confusing. I keep hearing that RAW is not affected by the pic styles but I can actually change the parameters of the RAW files in DPP, just like adjusting exposure, WB, etc. So which's which?