well, i've never used that program, but if you download a skin (for example this:
http://www.wincustomize.com/ViewSkin.aspx?SID=1&SkinID=2102&LibID=32 ) you'll see that you download a *.bootskin file. Rename it to *.zip and see what it contents. It has 3 files: two bmp and one ini. If you look the images and read the ini file, you'll quick notice how to do skins
edit: oh! btw:
http://www.joeuser.com/articles.asp?c=1&aid=1886&u=0