I dont get it

I will admit that I am not computer literate. I am trying to download skins that say they are compatable with windows vista but after I download them I get a popup saying that it is not compatable with Win 32. I looked through forums and I tried to download the software that will open downloads but that also would not work. Ihope this all makes sense.
Anyway could someone please let me know the "dummies version" of downloading from start to finish, where to save, do I save or run, etc.

THANK YOU!!!!!