Well, if you downloaded it then i dunno unless it came with a radme file and a CSS stylesheet. But if your taking one from.. say IFSZ or something, just copy the CSS style sheet code, and go to your Admin CP and go to Manage StyleSheet, then paste it into there, and take the rest out. But i dunno how ot do it for downloadable ones i got stuck on that too.
Bah, I also own a BBfree forums... Or one of those :S Anyway, I also would like to know how to make it look all spiffy and sorts... Maybe you have to buy it to allow you to do it?
If the skin file you downloaded came as a .tar file then you will need to upload this into the archive_in folder using FTP or a file upload manager. You then need to import the skin file using your Invision Control panel by going to Skins & Templates > Import Skin files. Click on import on the skin, then go to Manage Skin Sets. Next click Edit on the appropriate skin file and set it as the default skin. This is the way to do it on IPB 1.3. Other versions will be similar.