Totally new and need someone to 1,2,3 me!!!

Somehow, in months past, I was successful in d/l CurserXP...but that is all I have ever been successful in doing off this site. I am not a computer novice..so I understand my opsys...just not how to integrate mods like this to it always. Have d/l some icons,skins,as well as WindowBlind (see I read directions!!!)...because was not sure where to put the ziped d/l in my system, to be safe, I created new folders and tucked cursers in "cursers" folder etc. Now, what do I do to get things where they need to be to make them work in my system???

Love the look of the Xmas skin theme..have d/l that, and the new icons posted for it that are getting kudos....anyone out there up for a go at walking me through the obvious baby steps that I just don't have in my brain 'gallery'???? Thanks.