hi Neoen.
Basically, for every skin section you see here, there is a program you will need to download.
Many are free, others you need to pay for (some of the developers do this for a living you see

). But even the shareware ones will have a free, often time or feature limited demo.
So, to use Beaqtnik skins, you will need to download the program Beatnik, to se Windowblinds skins, you will need to download the program Windowbliunds ... and so on.
So, where can you download all these coll programs? Well, if you head over to another skin site, like Lotsofskins : http://www.lotsofskins.com/ and click on the resources link, you'll be atken to apapge full of links to information about all the various skinnable applications, and from there you can go to the applications homepage...
Each program has it's own way of applying skins, so read the documentaion first, and if you're still stuck for a specific application, come back here and give us a yell...
Other major skin sites:
DeviantArt: http://www.deviantart.com/ (resolving bandwidth issues atm, so is rather slow at times)
Teknidermy: http://www.teknidermy.org/ Online skinners magazine, interviews/articles/tutorials...
Dezina: http://www.dezina.co.uk/index.php Sweet interface at this site
Enjoy!
PS Frogboy/admin/anyone - thought there must be links to external apps on this site, but where?