They hv clearly mentioned the method on the same page!
Install the skins
1. Open the .zip file with WinZip.
2. Extract all the files into C:\. Make sure that "Use folder names" is checked. If Yahoo! Messenger is installed on a different hard drive, replace "C:\" with the appropriate drive letter.
3. Select Change Skin... from the Messenger menu.
So first d/l the skin in ZIP file, then extract the ZIP file into C:\ (if ur windows is installed into C:\ drive, otherwise choose different drive letter).
After doing this the contents of the zip file will be extracted to following folder:
Code:
C:\Program Files\Yahoo!\Shared\Graphics
And then open Yahoo! messenger and select the skin
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