Boopish,
Did you do a "save target as" when downloading the VS? You need to unzip the file before you open skin studio. When you open skin studio, click on file > open. On the tree on the left, click once on the Windows XP Visual Styles, then click on the browse button on the bottom of the left tree. Browse to where you unzipped the file, then click on the .msstyle file, and it should come up. Under the options tab in the window that pops up, I usually check to import for best performance (or something like that...can't remember the exact wording though). It will then import into skin studio where you can tweak it, and skin the taskbar, logoffs, etc. Hope this helps, and didn't confuse you even more. Oh, and be sure to do a save after you tweak the skin, or your changes won't take effect.