if you want to use diffrent shaders for diffrent skins you need to edit your shaders to work this way.

but if you want to use same normal mapping shader but with sperate diffuse/normal maps for each group try this:

in skin manager order your skins this way
tracks_diff
tracks_normal
wheels_diff
wheels_normal
turret_diff
turret_normal
.... and so on

skin names are not important but it should be ordered this way. then apply one of the bump mapping shaders that ships with GS and you are ready to go

Tobias was faster -_-