Click Start, and then click My Documents. Open the Sports Interactive folder, open the Football Manager 2009 folder, and then open the skins folder.
Move the skin you want to install into the skins folder, right click it, and click Extract Here. Once the files have been extracted, you can delete the .rar/.zip file if you want. If you can't extract the file, download WinRAR.
Load the game, and goto Options » Preferences » Display & Sound. Select the skin you want, and untick Use Skin Cache and tick Always Reload Skin On Confirm if you have not done so already.
Click on Confirm. The game will now start reloading the graphics and will display the new skin once it's done.