Listen! To anyone who is having trouble getting this skin to work do this it worked for me:
After you have the skin imported in the "Import Manager", double click the file "Shandris.blp" and change the extention by checking the "use custom path" check box and paste in the path "units\NightElf\Shandris\Shandris.blp".
Now, you need to go to the "Object Editor" and create a "New custom unit" of "Sylvanas Windrunner". Then go to the "Art - Model File" and double click it.
In there, and this is what I figured out by trial and error because IT WASN'T EXPLAINED ANYWHERE, select the "Custom" check box and paste in "units\NightElf\Shandris\Shandris.mdl" and hit ok.
Then it should properly display the custom skin when you put the character in the map. It worked for me, but if this doesn't work for you then I have no idea. More than half of these stupid, yet AWSOME models I have downloaded don't work and I have no idea why.
But I hope this helps!!!
Spit