One good trick is to use a specific WB skin...continually....and at the same time open up the individual images....and try to recognise where they appear in the skin itself....change their colour one at a time...and observe what happens to the skin....that way you'll get a bit of a road map to what does what.

If you just manually replace each image with your own one by one .... and adjusting it in SkinStudio bit by bit it will slowly become clear how to handle the basics.

Windowblinds isn't the easiest skin to start with....not by a long shot.  You can get a feel for skinning by starting with a less ambitious project....even Winamp 2.x is simpler...