You can use my program (BSP SkinMaker - link in my signature) to decompress the skins.
Simply drag&drop the skin files into my program and follow these steps:
1. Choose the path where you want the skin to be extracted by pressing the Browse button.
2. Select the checkbox if you want a folder with the name of the skin to be automatically created in the folder you select.
3. Press the Extract button.
If you want to decompress the skins manually, you first have to visualize the file extensions!
To do this you have to select the item "Tools" in folder menu, then "Folder options...". Once the new window opens, select the "Visualizations" tab and remove the option "Hide extensions of most common file types".
Note that the strings I mentioned may be a little different since I don't have an English version of Windows!