1. Unzip the zip file in to a folder in your WinAmp skins folder (C:\WinAmp\skins) called whatever you want it to be called.
2. Choose the skin from WinAmp.
3. Enjoy.

or just put the zip-file in the WinAmp skins folder.

Works best with version 2.0 and higher versions.
http://metalskins.cjb.net/