Yes, it would help to find out which software you installed and what skin you are trying to apply.
Be aware that each section on the left features skins made for a different software. Also be aware that Winstyle is not a skinning application but basically a way to package skins for different applications together. So, if the Winstyle theme you want includes skins for Windowblinds, Iconpackager and Objectbar (for example), you will need to install the Windowblinds software, the IconPackager software and the Objectbar software, as well as the Winstyles software.
So, lets start from the beginning, which theme specifically do you want to install? We may be able to tell you what you need from there.