I have just installed smoothly, without any problems, the newest version of cmsms (1.9.4.2). All seems well, except for the fact that somehow the stylesheets aren't automatically linked to the default template (e.g. <link rel="stylesheet"> tag is missing in my browsers sourcepage). When I use the {stylesheet} tag instead, it does work, and the links are printed, but since {stylesheet} is deprecated I rather use {cms_stylesheet}.
What could be the problem here?

Ok, the problem was caused by mysql, who wasn't able to write to a certain file or folder, error code 13 (as was stated somewhere else here on the forum, by 'uptoeleven', but I didn't figure out how he solved it).

If you set 'debug = true' in the config.php file you can trace errors in your cmsms website, which is how I found out that mysql couldn't write to a particular file. After changing the permissions everything worked again and my stylesheets are now included!