The feedback suggests you have a hefty 35 CSS files, which not only results in numerous requests but also poses a significant obstacle for IE.
As stated in Microsoft Knowledge Base Article 262161,
Only the first 31 style tags are executed; all subsequent ones are ignored.
This rule applies to all iterations of IE, including the current IE9 beta. It's definitely time to consolidate those stylesheets into a single file.
For managing large and intricate CSS projects like this, it's advisable to utilize a CSS pre-processor such as Sass. This allows you to break down the smaller stylesheets into components that can be incorporated into the main stylesheet delivered to the browser. While there are various approaches to tackle this issue, using a pre-processor is a common recommendation.