you have to run the "IMGALL.gpu" in the utility menu... also the imageall.gpu file has to be in the root of the skin you want to use. example:
/skins/yourskin1/imgall.gpu
you can have more skins on your SD if you want to switch them but you allways have to include the imgall.gpu
/skins/yourskin2/imgall.gpu
And there is no other way to change the skins, if you want to test them you can do that by efegeas imageviewer.