In Windows ? (Neither of you specify your operating system)

Press Start --> Control Panel (You may need to switch to classic view), then press Folder Options. Now press the tab that says View and uncheck Hide extensions for known filetypes and press Apply then OK

Now you should be able to change the filetype by renaming the file and typing *Name of skin*.lwtp instead of the filetype you have at the moment.

Never tried making skins myself, but it should be the same no matter what kind of file it is. Hope this helped