Hi and welcome.
I assume you donwloaded the art asset pack from Turbine.
That package includes all the skinnable elements there is atm.
Addition to the graphic (tga) files the package includes two text files: Skindefinition.xml and SkinDictionary.txt.
Skindefinition.xml is the file that controls your skin. It should include everything you have changed in the skin.
Skindefinition.xml: you can find all the art asset id's. These are used to map the .tga files you're going to replace with your skin. You only need the ones that you're going to use. Remember that if you're using subdirectories you have to include relative directory paths so the skin knows where to look those files. If no path information is available the skin will try to look files from the same directory where this file is.
SkinDictionary.txt: these are a collection of PanelFile and element id's. What you can do with these is to move and resize different kind of panels. If you need to edit some panels etc you need to include that part from here into your Skindefinition.xml.
Best way to learn how skin work is to download some skin from this site and see how it's done in practice.
http://notepad-plus-plus.org/ is pretty neat software to edit your Skindefinition.xml
sorry for the fast reply. I am meaning to write a better guide in near future about skinning.. we will see how that turns out
