Big Help Needed!

Hi there people, I have recently discovered this website and I am truely amazed at the possibilities. So amazed in fact that I though "how hard can it be" and had a go at downloading some new skins for my Windows XP. Ok, I've downloaded some including 'Old'n'Style'_WB but dont really know where to go from here? Where shall I unzip the files to and what should I do with them once they've been unzipped?

Sorry if these sound like very basic questions, I have to start somewhere!!

Thanks everyone, and well done on some seriously nice looking skins

Chris