This is assuming you are using a program called ICQ Plus version
2.04 latest. You need not unzip the files though it would be better
to do so. It's up to you however.
Just put the *.zip file into your "C:\Program Files\ICQPlus\Skins"
directory. After that, use the ICQPlus program to change your
skins. More skins can be downloaded at http://www.skinz.org