did you put it into your skin folder while you had the game running?
Once you have installed the skin into the C

Documents and Settings\My Documents\Sports Interactive\Football Manager 2008\Skins folder save your game and then quit, the restart FM2008 and go to the preferences menu and go to display and graphics and you will see the skin that you currently have loaded click on this option and you can then select the skins that you have availble to you and then click on confirm to enable the game to install the skin into the game....