It states on that skin:
An update to the first skin I ever made.Lots of new stuff,this skin has been thru a lot of changes.
Still a bit wild but more usable now.Right click is rollup.Wall,WMP,and ICQ skin here
LinkEnjoy and please delete the old skin if you have it before installing.
So what he is saying is that IF you own the program ICQ, he has included a SKIN for that program, and it would need to be moved to the ICQ Skin folder whatever folder that is.
If you do NOT have ICQ (and since you dont know the initials, i would assume this is the case), just ignore the file, or delete it.
I think the attitude of some of the responses are based on things like people asking questions on something that can easily be looked up with google. A lot of people ask questions like "what is windowblinds" or "what is DesktopX". Why not take that exact question and put it into google (or your search engine of choice) and see what it returns, then if it still doesnt make sense try posting.
I think on a daily basis there are tons of people asking "i downloaded...xxxxx and it doesnt do anything" yet they never looked at the top of the page where they downloaded the skin from where it has info on what is needed to run that skin.
Just my 0.02