Open LW and go to View>Apply Skins>Refresh Skins. That should update the list to include all the skins you've d/loaded. Then all you should have to do is click on the skin you want from the list.

If it doesn't change at first, go back to View>Apply Skins, and try clicking on the skin in the list again and it should change.

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If it ain't broke, fix it till it is!