Ok first up...
What is the name of the skin?
Do you know if it's a classic skin or a modern skin?
Classic skins resemble the default base skin, ie rectangular, have 3 main windows and usuaully have the file extension of .wsz
Modern skins are usually all kinds of funky shapes and sizes and normally have the file extension of .wal.
Secondly, what version of winamp are you running?
If you are running any of the Winamp 2.x series of skins, then the skin won't work if it's a modern one, only classic skins work on this series.
If you are running the Winamp 5.x series, then both classic and modern skins will run on it, as long as you have installed the FULL version of winamp5 with modern skin support.
You can get the latest full version of winamp5 from here.
Once you have decided what version of winamp you have and what type of skin it is, then do the following.
Place the skin file into the winamp skin folder, usually located at
Then start winamp, and press ALT+S to bring up the internal skin browser, select the skin you want from the list and bingo, your player should be skinned
Alternatively you can right click on Winamp and select the "Skins" option from the pop up menu and select your skin from here.