If you are downlaoding the skin from AH-skins, you don't need to export anything. You need to create a directory for that skin, and put those files in the directory. The directory goes inside the Aces High II\skins\ directory. It should be named whatever the plane is (i.e. p51d, 109g2) with a "_1" after it (i.e. p51d_1, 109g2_1).
If the skin does NOT come with a .txt file with a line that describes it (p51d.txt for pony, 109g2.txt for g-2) then you will not see which item it has replaces in the skin name list box. You must click them all one by one until you find out which description the downloaded skin shows up with.