Is your CSS saved as a .css file? With the link you have, you need to have your stylesheet saved as a .css file. It looks as if it's saved as a web page. Try using a plain text editor such as Notepad and save this as "mystyle.css" file in the same directory as "index.htm". Try this:
/* My Stylesheet /*body {background-image: pictures/blackmarble3.gif;font-family: verdana,helvetica,arial,sans-serif;color: #FFFFCC;link: #33CCFF VLINK: #FF6666;margin: 0em 2em 0em 2em;}h1,h2,h3, h4,{text-align: center;font-family: Georgia,"Times New Roman",Times,serif;}
All of the HTML tags don't belong in a style sheet, just the styles you are defining. Then you save it as a .css file for the page to be able to access it if you are accessing it as an external style sheet.