You're welcome. About image formats:
Image files are used for importing textures , model or terrain skins, terrain heightmaps, sprites, bitmaps and fonts, and for exporting screenshots. Recommended image formats are TGA, DDS, PCX and WAD. Also supported, but not recommended are BMP, PNG and JPG images - they are read through the DirectX library and thus depend on the DirectX version, and have other shortcomings. The selected image format does matter because all formats have their specific advantages and disadvantages:
moved to the editors btw...

edit: If the UV mapping of ur skin is there, it doesnt matter if the files are found when import is done. Add a new texture, select the groups / model click "set skin", load texute : done.