Ok I need some help here!!!!

Im trying to get a new Skin on my LimeWire and its not working it could be me (Well I know it is probly me).. Im doing what it tells me by right clicking and save target as and I can do that just fine but what I cant do or dont understand why Im not seeing it is the part where Im supposed to save it in the LimeWire themes file!!!! So since I cant find the I cant save it and get it in the Apply Skins section I dont know what Im doing wrong or what Im not seeing but if some one can talk me though it or something that weould be awsome I hate looking at this boring skin all the time and Im getting very frustrated!!!!

Thank You for Helping me!!!!
PLEASE PLEASE HELP ME SOMEONE