Most of the skins that have Userpics, have these words in the file name in the WB folder. They should be bitmaps, or bmp files. If you are unsure whether it is the proper file, check the size. It should be 48x48 pixels. If the file is not a bitmap but, a jpeg or tga, then you may have trouble loading it. I suggest two things for ease.
1) Convert all userpics to a bitmap.
2) Save all your user (.bmp) pics in the default XP directory for Userpics. It is C:\Documents and Settings\All Users\Application Data\Microsoft\User Account Pictures\Default Pictures. Give them all unique names, before you save them. Don't call them all Userpic.bmp or they will be overwritten. Then, when you doubleclick the userpic in the start menu, you can quickly change Userpics, as XP will show the pictures in the default directory. Hope this helps.