CSS used in wysiwyg editor not appears in preview content

I defined a input text format and I choosed CKEditor 3.6. I created my css for h2 elements and link it in options.
When I create a new content with this text format, I see my css effect in the editor but when I ask for a preview theses effects disappeared.

I hope you will understand the problem, sorry for my english.

Edit :
I am new on Drupal and I didn't know I had to add my css in my theme .info file.
Finnaly, there is no problem.