Ah, okay, sorry.
Its not in the Skin Editor, but the 'main' Editor:

Edit --> Activate second skin set/Swop skin sets.

It is almost at the bottom of the list of options, before 'Manage Frames' etc.

http://www.puppenheim.org/
http://www.wuerfels-welt.de
Old Game Tutorial: http://www.puppenheim.org/MITutorial.zip
Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt