Same problem here. I used to make skins before then I stopped playing for a while and my game deleted somehow.
So I downloaded demo and authorised again and now the jpeg files aren't there any more, only the readme.txt file is visible.
The dts files are in a different folder, I think skins Y folder and those can't be opened with photoshop or paint.
Where have the jpeg files gone? I have a nice idea for a skin
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