How do you open a .skin file?

A .skin file is a WinStyles file (you need WinStyles for it). Wiinstyles is sort of a central control app for applying skins to other skinnable apps with the push of a button. For instance it can have WindowBlinds apply a WindowBlinds skin and a Winamp Skin to Winamp rather than you having to do it manually for each program.

I have WinStyle, in the visual style it only let me open .msstyle.

Please someone help me!

Winstyles has nothing to do with .msstyle files. None of the programs related to this site have anything to do with.mssytle files.

Winstyles files work with .xptheme files (which really is a zipped file that can contain other skin files like a windowblinds skin (.wba file), a Winamp skin (.wma), and so on.

Winstyles also works with .skin files which rather than contains other skin file for other apps, just contains a web reference to them can download the skins as needed.

Winstyles can also download the necessary app for a given skin. For instance, if a .xptheme or a .skin file contains/references a windowblinds skin and you do not have the windowblinds program installed, Winstyles will attempt to download the program for you.

To recap some of the differnt file types;

.WBA files WindowBlind files and require WindowBlinds. WindowBlinds skins the Windows GUI (titlebars buttons and so on).
.OBTHEME files are ObjectBar files and require ObjectBar. ObjectBar is used to create menus, bars, and docks.
.DXTHEME and .DXOBJECT files are DesktopX files and require DesktopX. DesktopX is used to customize the desktop in all manner of ways, from simple animated objects to fullblown desktop modifications.