OK!  You've downloaded a file from Dante's Simferno!  What do you do next?  Unzip it!  

Head and Body Skins: 
C:\Program Files\Maxis\The Sims\Gamedata\Skins

Walls:
C:\Program Files\Maxis\The Sims\Gamedata\Walls

Floors:
C:\Program Files\Maxis\The Sims\Gamedata\Floors

Objects:
There's some ambiguity here, but I usually unzip to
C:\Program Files\Maxis\The Sims\Gamedata\Objects
wuthout any problem whatsoever.

Oh, yeah-- Before I forget, don't offer these for download anywhere else.  And don't take bits and pieces of my stuff, and paste it onto another skin and call it your own.  Basically, If you want it, use it. If you want to edit it, go ahead, but don't offer it as you own somewhere else.  I respect your right to use it as you please on your own hard drive.  I got my start in skinning and object making by editing stuff from other sites, but I'd never dream of offering that for download. If you've edited something I've done, and you REALLY want to put it up somewhere, ask me first.  I'd be glad to give permission (and I'd love to see what you've done!)  And if you don't know the first thing about making web pages, I might even be able to host it. :)