When you have done your skinning, find your Rome; Total War folder, find models_unit, then create a folder called textures. Save the skins in here under a new filename.

Then, in the main data folder find descr_model_battle.txt, open it and find whichever model you have reskinned. Then, change the textures line to the name of the file you have created. Remember all textures must be in .tga.dds frmat to be used.

Hope this helps,

Jubal