Without a link I can’t know for sure, but I suspect it relates to your file paths and the difference between relative and absolute ones. For example, say in your code you point to your stylesheet this way:
<link rel="stylesheet" href="style.css" type="text/css" />
Since there’s no path information for style.css, it works as long as documents using it reside in the same directory, which would be the case for the default permalink setting in WordPress (i.e. /index.php?p=1). You’ve probably set up a custom permalink structure using something like:
/archive/year/month/day/postname/
While this may be a virtual path, your browser still interprets it as an actual one when it comes to embedded resources in a document’s code, and will be looking for the style.css file there. But let’s say style.css resides in the root directory of your site; in that case we want to make sure the browser knows to find it there:
<link rel="stylesheet" href="/style.css" type="text/css" />
The slash before the filename means “start looking for this file at the root of the site”. If it was in a sub-directory called “blog”, then:
<link rel="stylesheet" href="/blog/style.css" type="text/css" />
The same goes for images, or any resource or media you are linking to within your documents.
