what do u mean you see "open with"? i'm guessing you are using firefox, and so if when you are about to download the file, you are prompted to open with Plus! then click ok, the skin will download then it will open in Plus!, then you can click "import" to import the skin to Plus! and use it.
i hope this helps i didnt get much info from you post so i tried my best.
PS. Welcome to the forums, hope you have a good time here
PS 2. Please dont double post, we will try to help you asap