If you don't want to watch the videos, written instructions can be found here.
None of these videos have sound, as I couldn't find my microphone when they were recorded.
Do not try to run skins under versions of the widget that are not supported. Very Bad Things may happen, since older versions of the widgets lack sufficient error handling with respect to skins. If you disregard this notice and your widget appears to lock up, try right-clicking (Windows) or CTRL-clicking (Mac) on the widget and doing a "Restore Default Preferences" to fix things.
How to Install a New Skin
How to Apply an Installed Skin
How to Delete a Installed Skin
Click here to watch this video on Screencast.com.
Please note that the "Default" skin can't be deleted.