Please check Dr. Lang's above reference as it is very  help full. I simply added a more  detailed account of what we use with some pointers.

We have has good results with the Lillie& Ashburn method of 1942:

Tissue preparation:

Use a dewar flask which has liquid nitrogen in it. Then lower a small metal beaker hooked on a stand and which contains isopentane in to the liquid nitrogen. You can place your muscle  or other tissue on a piece of cork before freezing with OCT to stabilize. When the isopentane is cold, lower your tissue in to it.  If  you do not freeze your tissue right you will get ice crystal artifact.  You can then section your material in the cryostat.(see the book: Muscle Biopsy by Victor Dubowitz). It is important to cut good sections as liver (if it has fat in it) can have this fat spread over the section causing artifact. ie more lipid stained particles. Be sure to clean the knife. This becomes worse at a higher sectioning temperature so keep your temp optimal. 

Stain: Stock solution: Saturated oil red o solution made with isopropanol 99%.  This should be made a few days ahead.                                                                         Working solution: 6 ml stock with 4 ml distilled water. Let stand for ~10 minutes and filter (note you should use a vacuum filter system).  The filtering is very important to remove particles and the vacuum approach helps you work quickly. But if you let this solution stand too long, it reduces the staining ability and will produce particles. So you will have to find the best times etc. . The solution is really unstable and has the tendency to produce the precipitate.

Once you have sections

1. Post fix  tissue in formol calcium,  Typical sections are from 6u to 10u. But you may find it helpful to cut a little thicker when you are beginning to use this stain.        2. Rinse in 60% isopropyl alcohol.                                                                                       3. Place slides in the working solution of ORO and leave aprox 10-30 minutes.  Note: Time may have to be determined by a few attempts.Liver may have large lipid containing vacuoles. These may stain quicker than other tissues. So shorter times may be needed.

4. Some times differentiation is need but you can also lighten the stain itself too much, so be careful. It is best to get the timing right. To differentiate  place in 60% isopropyl alcohol.   It is good to use the microscope at this stage to see what is happening.   

5. Wash well in distilled water.                                                                                               6. You can counter stain also Carrazzi  Haematoxylin.                                                   7.  Mount in glycerol gelatin (This should not be hot or you will destroy the stain).

8. Don't for get the negative control. This will let you know how much precipitate is produced by the stain on a non fatty piece of tissue and will help with interpretation. Also you can look on the part of the slide with no tissue.

good luck                                                                                  

http://library.med.utah.edu/WebPath/HISTHTML/MANUALS/OILRED.PDF

Please check Dr. Lang's above reference as it is very  help full. I simply added a more  detailed account of what we use with some pointers.

We have has good results with the Lillie& Ashburn method of 1942:

Tissue preparation:

Use a dewar flask which has liquid nitrogen in it. Then lower a small metal beaker hooked on a stand and which contains isopentane in to the liquid nitrogen. You can place your muscle  or other tissue on a piece of cork before freezing with OCT to stabilize. When the isopentane is cold, lower your tissue in to it.  If  you do not freeze your tissue right you will get ice crystal artifact.  You can then section your material in the cryostat.(see the book: Muscle Biopsy by Victor Dubowitz). It is important to cut good sections as liver (if it has fat in it) can have this fat spread over the section causing artifact. ie more lipid stained particles. Be sure to clean the knife. This becomes worse at a higher sectioning temperature so keep your temp optimal. 

Stain: Stock solution: Saturated oil red o solution made with isopropanol 99%.  This should be made a few days ahead.                                                                         Working solution: 6 ml stock with 4 ml distilled water. Let stand for ~10 minutes and filter (note you should use a vacuum filter system).  The filtering is very important to remove particles and the vacuum approach helps you work quickly. But if you let this solution stand too long, it reduces the staining ability and will produce particles. So you will have to find the best times etc. . The solution is really unstable and has the tendency to produce the precipitate.

Once you have sections

1. Post fix  tissue in formol calcium,  Typical sections are from 6u to 10u. But you may find it helpful to cut a little thicker when you are beginning to use this stain.        2. Rinse in 60% isopropyl alcohol.                                                                                       3. Place slides in the working solution of ORO and leave aprox 10-30 minutes.  Note: Time may have to be determined by a few attempts.Liver may have large lipid containing vacuoles. These may stain quicker than other tissues. So shorter times may be needed.

4. Some times differentiation is need but you can also lighten the stain itself too much, so be careful. It is best to get the timing right. To differentiate  place in 60% isopropyl alcohol.   It is good to use the microscope at this stage to see what is happening.   

5. Wash well in distilled water.                                                                                               6. You can counter stain also Carrazzi  Haematoxylin.                                                   7.  Mount in glycerol gelatin (This should not be hot or you will destroy the stain).

8. Don't for get the negative control. This will let you know how much precipitate is produced by the stain on a non fatty piece of tissue and will help with interpretation. Also you can look on the part of the slide with no tissue.

good luck                                                                                  

To complete my answer from above. To avoid precipitates on the slide it can be helpful to stain with sufficient dyesolution in a coplin jar with the lid on it. If a slide is only covered with the rather volatilising solution in a horizontal position, the forming precipitates fall onto the section.

This kind of dye can rather be solved by 70-80% Ethanol than by water. The danger is, that the higher the ethanol-content the higher is the risk to loose also the fat in the section.

It is better to rinse the slide with dipping and watching the  result than to put it only for a certain time into the differentiating solution. The slide should look clean before going ahead to hematoxylin.

thank you Frank for the "Dr.", but I am just a histotech. ; )

Oh! But  I am sure it is closer to the Truth!--Keep giving your good advice!

Thank you so much for your advice !! I will try this way, I really hope this time it will work :) Maybe it's just the sectioning that was bad, and my tissue damaged..

To see if your sections are well cut make a H&E. After that you may perform Oil red O staining. The freezing in isopentane in liquid nitrogen is a good suggestion. Good luck.