I tried downloading a few stock car skins to see if it was just that skin but those don't work either. also it shows an error message for sounds that I've downloaded but not for skins. (Stock car skins were found in skins section of the lfs forum.)
The Golf skin works fine for me. This may be pointing out the obvious but are you sure you're saving them into your current lfs folder? and not in the cmx viewer or another lfs install you might have?