Well, it's not clear what you actually tried ...
Are you using images in the stylesheet or in the HTML? Make sure you use the correct path. If you're referring to images from the stylesheet, you will need to specify the absolute path, something like /layout/YourTheme/images/someimage.gif.
Also, many browsers seem to cache CSS files, so changes may not be visible until you try a forced reload (depending on your operating system and browser, hold down the control or shift key when you click on your browser's reload button).
bye, Dirk