Ok, i have my stylesheet which is located in a subdirectory. I'm using yahoo geocities:

A:link
{ text-decoration: underline; color="#000000" }
A:visited
{ text-decoration: [line-through]; color="#330033" }
A:active
{ text-decoration: [blink]; color="#000000"}

body
{ background-image: url(b4.bmp);
font-family: verdana;
color: #000000;
font-weight: bold;
font size: xx-small;

scrollbar-face-color: #FF0000;
scrollbar-highlight-color: #FF0000;
scrollbar-3dlight-color: #FF0000;
scrollbar-shadow-color: #FF0000;
scrollbar-darkshadow-color: #FF0000;
scrollbar-track-color: #FF0000;
scrollbar-arrow-color: #FFFFFF;

margin-top: 0;
margin-bottom: 0;
margin-left: 0;
margin-right: 0;
padding-top: 0;
padding-bottom: 0;
padding-left: 0;
padding-right: 0;
}

And on all the pages I want it linked to I put this:
<LINK href="stylesheet\stylesheet.css" rel="stylesheet" type="text/css">

But its not working! I don't know why...can sumbody help me please!

Are you sure your stylesheet is located there? Try to view it, then copy the link and pase it into href="stylesheet\stylesheet.css".
And I fixed you links a bit.

A:link
{ text-decoration: underline; color="#000000"; }
A:visited
{ text-decoration: line-through; color="#330033" ; }
A:active
{ text-decoration: blink; color="#000000"; }

and most paths online are done with forward/slashes not backward\slashes.

Semi-colons (; ) don't matter at the end of each CSS selector. But this:

A:link
{ text-decoration: underline; color="#000000" }
A:visited
{ text-decoration: [line-through]; color="#330033" }
A:active
{ text-decoration: [blink]; color="#000000"}

should be like this:

a:link
{ text-decoration: underline; color:#000000 }
a:visited
{ text-decoration:line-through; color:#330033 }
a:active
{ text-decoration: blink; color:#000000}