This usually means that the path is incorrect. Are you working with a template that is in the templates folder? If so you need to make that the path to the css file is ../file.css or relative to the css path.
Hope that helps
Your friends over here at WebAssist! These Dreamweaver extensions will assist you in building unlimited, custom websites.
These out-of-the-box solutions provide you proven, tested applications that can be up and running now. Build a store, a gallery, or a web-based email solution.