Gemstone, no you didn't embarrass yourself at all
WindowsMedia skins are composed of bitmaps, an XML file (which is used to specify wher the bitmaps go, and a Javascript file to provide any more intelligence that the skin may need (animation, opening a window when button is clicked...)
Unfortunately There's no WindowsMedia skin builder utility. You can go to the link in the previous message. That has information on how to do this. I think it should also have a link to the downloadable SDK and samples which can be used to learn how to build your own (starting simple of course and getting more fancy as you learn)