How do you save your files? Do you use jpg's? Do not save in jpgs the file you are editing
. Saving as a jpg file always uses some compression on the file making it look very bad over time. In paintshop pro you can save the files as .pspimage files and you won't lose the quality when you save the file. In photoshop you may want to use the .psd file, not so sure about other programs. But commonly it is just save as... and then choose the right file format.
To see the skin in the CMX viewer (=the skin viewer program), you need to save
the copy of the skin file as jpg file. In painthshop pro there is the feature of
save copy as... which save a copy of the file in choosen format.
So basically you want to save the actual skin file, the file you are editing, in some lossless file format as .psd or pspimage and save a copy in jpg format for the cmx viewer
And as said earlier, use layers if you program has the support for them. Learning how to use layers takes about 5 minutes and after that you don't want to make anything without them
There are lots and lots of good tutorials for layers in the interwebs for every program.