Changing the font of header link

Hi Experts,

Can anyone tell me how can i change the font of header links? where Home Wishlist My Account Shopping Cart is??

I try changing it in stylesheet.css but the font does not change.

Do i need to change it in header.tpl?

Can anyone explain to me when must i change in stylesheet.css and when should i use header.tpl or footer.tpl?

Anyone can help??