And you put everything in your /forum/include/user/header_filename.php properly?
should be somewhere inside <body> tag of your main.tpl.
Oh, I've checked it. Seems that it doesn't work on Oxygen . It gets tpl files from /include/template folder by default. However you shouldn't edit this files. It would be better if you copy Oxygen folder, name it e.g. Oxygen2, then rename Oxygen.php to Oxygen2.php and edit $forum_loader line to
$forum_loader->add_css($base_url.'/style/Oxygen2/min/Oxygen2.min.css', array('type' => 'url', 'group' => FORUM_CSS_GROUP_SYSTEM, 'media' => 'screen'));
Then rename /style/Oxygen2/min/Oxygen.min.css to /style/Oxygen2/min/Oxygen2.min.css, set it to your default forum style and then put there main.tpl and admin.tpl .
If any of my dropbox link fails with 404 error, change dl.dropbox.com/u/56038890/punbb/*.zip in address to 82283017.
Currently working on rPlus - responsive theme for developers to create their own themes basing on this one.