<p>I've just got a fresh Drupal 6 install. The CSS didn't work. Then I realized that a "?U" was appended, and Drupal couldn't find it. Does anyone know where to unset this?     </p>

<pre><code>&lt;link type="text/css" rel="stylesheet" media="all" href="/modules/node/node.css?U" /&gt;
&lt;link type="text/css" rel="stylesheet" media="all" href="/modules/system/admin.css?U" /&gt;
&lt;link type="text/css" rel="stylesheet" media="all" href="/modules/system/defaults.css?U" /&gt;
&lt;link type="text/css" rel="stylesheet" media="all" href="/modules/system/system.css?U" /&gt;
&lt;link type="text/css" rel="stylesheet" media="all" href="/modules/system/system-menus.css?U" /&gt;
&lt;link type="text/css" rel="stylesheet" media="all" href="/modules/user/user.css?U" /&gt;
&lt;link type="text/css" rel="stylesheet" media="all" href="/themes/bluemarine/style.css?U" /&gt;
</code></pre>

the ?U (or really any alphabet) is just a method drupal uses to cache information. it has no relevance to the location of the file (ie, node.css and node.css?U is in the same location to drupal).
it sounds like you may have a different issue. perhaps you enabled your cache and moved things around? you may need to clear your cache. or, if you've modified your install variables perhaps you're picking up the wrong base path or something. it's hard to tell the exact issue based on the limited information given.