It depends on the browser you are using, but my guess is MSIE?
Typically, when switching to print mode, many browsers will opt not to display the background color of a page (although there is usually an option in the print preferences dialog to change this).
Another factor to take into account is that when referring to the style sheet, it's possible that you:
- did not specify the media type correctly, causing it not to load
- encountered buggy behavior from the browser resulting in the style not loading
- had your print style overridden by another style
There are numerous free tools available that can assist in identifying the styles applied to any element on a page. If you use FireFox, try out the Web Developer extension (also accessible for Google Chrome via the author's site). For MSIE or other browsers, you may be able to utilize a bookmarklet script called Aardvark (no link provided as the main site was flagged for malware during my last check – browse cautiously).