Read the readme that comes with the skin.
- Extract the skin files from the zip/rar
- Transfer skin folder/s to \Football Manager 2006\data\skins
- Load up FM, and select skin from preferences menu.
If the skin isn't there:
- Turn off skin cache and restart FM.
- Make sure you have transfered all the skin folders for that skin.
- If the skin freezes on loading, make sure you haven't put the skin files in a subfolder, i.e. the skin files should be in skins\SKIN_NAME\ NOT skins\SKIN_NAME\SKIN_NAME\