Find a skin that you want to install.

Download the skin by clicking on the download link.

When you are prompted to Save or Open, choose Open.  (If you do not get this option, then you will need to find the file that was saved to your PC and double-click on it.)

Find the skin file, usually it will be the name of the skin with '.pdb' at the end, e.g. MySkin.pdb .

Double click on the file.

Perform a HotSync operation.

Open Pocket Tunes and open the menu by tapping near the top of the screen where it says 'Pocket Tunes'.

Select 'Tools' and then 'Choose Skin'.

You will see all the skins you have installed listed there.  Simply choose the skin you want and press 'OK'.