Welcome to the forums, cheron
Skins don't get installed. They just get downloaded to your Winamp3\Skins folder. And yes... they are .wal (compressed) files, just like you said. And yes... they get selected from your Skins browser (just like you said), or just by right-clicking anywhere on the main Winamp3 component window and selecting Skins > name of newly downloaded skin
I have been using Winamp for a long time
If so, then why did you post in the Winamp3 Tech Support forum? Winamp3 is a completely separate product/player than Winamp. I'll explain about that in a post I will link to later on (below). In the meantime I'll have to assume that you are using Winamp3 and not Winamp, since you posted here in this Winamp3 forum...
Now, regardless of what op system you have, for anybody that has trouble with a simple left-click on a Winamp3 skin download link, where you get that "The skin you're trying to load doesn't seem to be a supported skin by Winamp3"
error (did you get that error?), or
where the download is directed "somewhere" else, instead of to your Skins folder (probably happened to you), always perform this procedure...
Make sure Winamp3 is closed. Right-click
on the download link and select "Save Target As...". Direct the download yourself into your Winamp3\Skins
folder on your hard drive. Open Winamp3 and you should be able to now choose that skin from the skins list, by right-clicking anywhere on the main Winamp3 component window and selecting Skins > name of newly downloaded skin
OK. That should do it for skins with Winamp3. But right now I'm gonna talk you into dumping Winamp3 completely and to instead install Winamp 5.0. What? Did I just hear you say that I can't talk you into that?
Hmmm.. I'll try anyway...
OK. You've posted in the Winamp3 Tech Support forum. There is a Sticky thread at the very top of this forum that is entitled Winamp3 Is Dead, Upgrade To Winamp 5
. I think it's very likely that you had never read it, based on the fact that you've posted here for help with Winamp3.
Partial quote from the Sticky...
If you are having any problem with winamp3 whatsoever, we strongly recommend you upgrade to the Winamp 5 release candidate, it will most likely solve any problem you are having.
So... the first thing I suggest that you do is uninstall Winamp3 and install Winamp 5.0. Why? Because today (in just a few hours from now), Winamp3 will be REMOVED from Winamp.com (no longer offered for download). It's a dead project now. There will be NO support for it any longer. This Winamp3 Tech Support forum and all other Winamp3 forums will be closed and archived for legacy support only.
If you need to know any more than that, then read through any of my recent posts
in these forums. You can start by reading this one
<- this is the link where I said above that I'd explain about Winamp3 being a completely separate product/player than Winamp in a post I would link to later on, and that post pretty much explains it all and also has a link for the Winamp 5.0 download.
OK! That's it! And I wish you much Happy Winamping after you dump Winamp3 and install Winamp 5.0, and start using both Modern Skins (formerly known as Winamp3 skins) and Classic Skins with 5.0