Hi.
Check the considerations here and apply to
conf/userstyle.css[/m] (for particular instances of DW) or the template's [m]design.css:
http://www.dokuwiki.org/tips:styling-headers
Each H{1..6} element also has a child <a> element. You must change it's styling too.
And also remember to clear the cache, or force a resend from the browser, afterwards.