Styling nested elements in WPF

Just to complete the original answer, I think it is clearer adding the nested style inside the parent like that:

<Style x:Key="WindowHeader" TargetType="DockPanel" >
    <Setter Property="Background" Value="AntiqueWhite"></Setter>
    <Style.Resources>
        <Style TargetType="Image">
            <Setter Property="Margin" Value="6"></Setter>
            <Setter Property="Width" Value="36"></Setter>
            <Setter Property="Height" Value="36"></Setter>
        </Style>
        <Style TargetType="TextBlock">
            <Setter Property="TextWrapping" Value="Wrap"></Setter>
        </Style>
    </Style.Resources>
</Style>

<ContextMenu>
   <ContextMenu.Resources>
      <Style TargetType="{x:Type MenuItem}">
         <!--Setters-->
      </Style>
   </ContextMenu.Resources>
   <MenuItem/>
   <!--Other MenuItems-->
</ContextMenu>

The style will be applied to all MenuItem objects within the ContextMenu.