Use either Photoshop , PaintShop Pro, or Fireworks (actually any image program that writes to .png format will work fine) and make a 640x480 image named "menu.png". Throw this in a folder that is named to the skins name. That's pretty much it. That will change your menu screen. Then you can make other files named "filemanager.png" , "background.png", and "launch.png" to complete the skinning. Also take a look inside the default skin folder. Every image in there can be changed like the "dvd_selected.png" can be change to what you want and be thrown in your skins folder. It's not that hard at all. All the actual work is done in the image editing programs and ava takes care of the rest.
Also on a little side note to the devs.. If possible try to leave the fonts in the new UI to be in .ttf format like it is now. I think switching over to .xpr's and having to bundle the fonts is a pain.