man, to aply a skin to a custom model u have to do this:
-convert the model(mdx) to mdl file
-open the mdl file using notepad
-scrool down til u see the path for the default skin
-change it to the path u want(remeber, it must en with .blp)
-import the model to a map, as well as the skin, set its path to the path u setted in the mdl