Trizz & Carrie are correct -- most email clients that I'm aware of will block external scripts/stylesheets so your best bet is to include the styles you need at the top of the body of the HTML email.
<style type="text/css">
.some_class {
/*styles here*/
}
.another_class {
/*styles here*/
}
</style>
<!--now start your html for your email here-->
It's also best practice to give your style classes and ids really unique names to avoid conflict with built-in CSS naming conventions of various email platforms. You can test your code against a variety of email programs with a service like Email on Acid (although this one is not free).