It might have some internal style for <p>, with a higher priority.
Try increasing the priority of your styles with one of these:
1. Add "!important" to the margin value.
2. Use a class for your <p>, and use it in the CSS style too.
3. Use a more specific selector, such as "body p".
If it works, I'd go for #3, it's easy, does not need extensive changes, does not break anything. I had a similar problem with <body> margins in the Cybook, and #3 worked (with "html body" as a selector)