Make your main skin like a normal UIS-file.
Give all other skin definition files a name you want and use the extension SSS instead of UIS.
Make a text file with the same name as the main UIS-file, but give it the extension SSD.
This is an example of the contents of BlackAndBlue.SSD, which contains 2 skins:
[SkinStyles]
Number=2
[SkinStyle0]
Name=BlackAndBlue
Skin=BlackAndBlue.uis
[SkinStyle1]
Name=BlackAndBlue++
Skin=BlackAndBlue++.sss
If you have 5 skins then make sure Number is set to 5 abd add the [SkinStyle2], [SkinStyle3] and [SkinStyle4] sections.