One good trick is to use a specific WB skin...continually....and at the same time open up the individual images....and try to recognise where they appear in the skin itself....change their colour one at a time...and observe what happens to the skin....that way you'll get a bit of a road map to what does what.
If you just manually replace each image with your own one by one .... and adjusting it in SkinStudio bit by bit it will slowly become clear how to handle the basics.
Windowblinds isn't the easiest skin to start with....not by a long shot. You can get a feel for skinning by starting with a less ambitious project....even Winamp 2.x is simpler...
A good place to learn the basics. 
Jafo is right, WindowBlinds isn't the easiest thing to skin as a beginner..... just take your time, and don't rush it. You'll want to download SkinStudio also, to put it all together, because the alternative is a text editor. 
But, as they said, try some smaller tasks first. Get Beatnik and Rainlender, for example. Working with them will give help you gain some hands on knowledge about how the process works from idea to editor to onscreen.
Good luck, hope to see your skins soon
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