I downloaded the new MSN skin too. I had a problem of getting the skins (there’s more than one skin for the MSN one [different colors for each one]) to show up in the skin launcher. Im not sure if this has been mentioned before but I’ll tell you my problem. My problem was that I unzipped the folders (blue, olive, classic messenger skins etc.) into the main folder (MSN Messenger — Windows XP) which was inside the skins one.

So it was like this:
TrillianskinsMSN Messenger — Windows XP[all the four MSN skins were in here]

The right way to do it is like this…
Trillianskins[all the four skins in here. This is where the default skin is]

Hope that helps 🙂