how do i actually make the skin work with my windows xp urgent please help me

Firstly you need to state what skin you downloaded and from what section. Most skins require a specific application to be downloaded and installed before they work. For example WindowBlinds needs to be installed on your system before any of those skins will work. MS Styles skins need either StyleXP or WinStyler or the uxtheme dll patched. Until you enlighten us further we cannot help you. :congrats