haha where to start...where to start. the ever present question. from the looks of things you're off to a great start!! i always find it easier to desing my taskbar and start button and work from there. the taskbar usually defines my theme.
how do you apply this start panel you've created? it's easy. you quite simply "chop" it up. in S/S the start panel is divided up into 5 sections. the user panel (top), left panel, right panel, more programs background and bottom panel. all you need to do is decide how large you'd like the images to be and define it in skinstudio. now go to photoshop and create a blank image for the size you've defined. hit the handy "merge visible" command in photoshop, drag your start panel over to the blank image and move it until it fits inside the image frame. repeat for all panels. don't forget to adjust your content and sizing margins accordingly.
i will say this. the curved line inside your programs panels (pink and dark pink) is going to be a nightmare to line up.