Okay, first, this is how you access the themes. I'll get the next part up
There is a "Get more skins" option. Click it. (I know you already did this -- next image coming.)
Now, find the theme you want to download. If you clicked the above, Winamp should open a browser within itself like so:
Okay, when everything is downloaded and if you don't have the software to install on initial run of the download of the theme and it says it doesn't have a program to install with, all is fine. Just locate the file where Winamp has been installed, mine was: C:\Program Files\Winamp\Skins. Click inside the "Skins" folder.
Inside the skin folder, create a new folder and name it the name of the new theme you have just downloaded. Now, if the skin you downloaded is a zip file (because you didn't have the software), just extract everything from the skin download, into this new folder you created. Run Winamp and use the image above to find your file. If you click it and it says to download Classicpro, do it. First shut off Winamp though. Here is the link.
http://www.skinconsortium.com/index.php?page=ViewDownload&itemID=61Its at the bottom of the page. Just download and install. After the install, run Winamp again and go to file, skins and select your skin.
There ya go! New skins!