The first thing youll need to do is set up your skins and your canvas. I made my skins in Photoshop, exported them as transparent GIFs with the canvas area left clear/blank, and then imported them into Flash before converting them to symbols (F8). You could also design your skins in Flash, but the important thing is that they must all be symbols with distinct identifying instance names, and it helps to arrange them all on top of each other on a single layer, with the default skin on top of the others.
Your canvas should be a blank white area, converted to a movie clip and placed on a layer underneath your skins layer. Assign an instance name to this, as well.