First create dictionary as I explained here.
In my case I've created TriggersDictionary.xaml, so my main window XAML looks like this:

<Window x:Class="PlayingWithResource.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        Title="MainWindow" Height="350" Width="525">
    
        <Window.Resources>
            <ResourceDictionary>
                <ResourceDictionary.MergedDictionaries>
                    <ResourceDictionary
                      Source= "TriggersDictionary.xaml">
                    </ResourceDictionary>
                </ResourceDictionary.MergedDictionaries>
            </ResourceDictionary>
        </Window.Resources>
        <Grid>

        <Rectangle Style="{StaticResource styleWithTrigger}"></Rectangle>

    </Grid>
</Window>


My style (TriggersDictionary.xaml)

<ResourceDictionary xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
                    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">

    <Style x:Key="styleWithTrigger" TargetType="Rectangle">
        <Setter Property="Fill" Value="LightGreen" />
        <Style.Triggers>
            <Trigger Property="IsMouseOver" Value="True">
                <Setter Property="Fill" Value="Red" />
            </Trigger>
        </Style.Triggers>
    </Style>

</ResourceDictionary>


Here you can see property - this is event which will be executed as well as target type (in my case rectangle)
Example project you can download from here, and this article I wrote using this page.

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2014-06-16 Update Properties which are supported for trigger, for rectangle, for example you can see here.