Do you have more than 1 LFS instance installed in your PC? (Some people have a couple of LFS installations so that they can try test patches, various mods etc., and usually keeping an unchanged LFS copy as well...) So if you have a couple, make sure that you're placing the skins files in the data/skins folder of the LFS instance that you are launching the LFS.exe...
If that's not the case, simply follow the following steps and answer yes/no to each to check if you're doing something wrong.
1. Can you open the link;
http://www.lfsforum.net/showthread.php?p=1012, click on the skin file;
http://www.lfsforum.net/attach ... ntid=59&d=1123764655?
2. Can you right click on the image, and save it as "XRR_DRFTFLKN" in your LFS/data/skins folder. You can type in "XRR_DRFTFLKN.jpg", but since the image is already in jpg, it wont really matter (when you are making your own skins, make sure that you save them as ".jpg".
3. Go to your "My Computer", navigate your way to your LFS folder. Look in it's Data/Skins folder; is the "XRR_DRFTFLKN.jpg" skin file seen in there?
4. If it is, simply run LFS, go to the pit screen, select the XRR, select the "new colours" button. Can you see and select the "XRR_DRFTFLKN" from the list?
Answer required as, i.e;
1. Yes
2. Yes
3. No
4. No
It might be something simple that I'm completely missing out, but we'll see
PS: Does this only apply to skins? Have you tried adding layout files, engine sounds, car setups into their relevant folders within LFS/data and opened them in LFS?
Edit: Well? Everything in working order?