Hi Jeppe Jespersen,
Thank you for using our services.
You are probably forming the URL to images with ../gfx/image.jpg for example, however this will break the url on deeper levels as will try to look for the image not on the root level but at the same level as the child page. Generally when you apply style like this you should just assign class names to the HTML elements and then provide the style rules in the Theme your Template uses. You should build your theme in App_Themes
folder. You can take a look at the following webinar to gain a better perspective on how to build your Sitefinity Templates and Themers - Designing & Skinning with Sitefinity
If however you wish to use your current approach you should use the full url to the images: /mysite/
the Telerik team