this is how i open my skins OK ppl:
for ex: u got a skin named uh...ape.mdx,ape.blp = just take off the part that says War3mapImported/
and then WALA! its imported, now u must goto the unit editor and you want the "ape.mdx" to goto the footman, just go into the "model" choice and in the import box, there should be something for importing and it might eigther be Blank...or be "ape.mdx" just select ape.mdx, and then click OK, and there u go!
-Craka_J