I am confused as to how to use mods in the CK. I am trying to make a custom follower and use the apachi skyhair,apachi skyfemalehair, the eyes of beauty and frecklemania. When I try to load them in the CK it doesn't work though and tells me I didn't pick an active file.

Hmm, let's try and go through this in what's easiest

1) Active File.

When you select your Mod, there's a button called 'Set as Active File'. If you're making a totally new Mod, then you don't need to worry about this; this is mainly used when you're updating your Mod-- it tells the CK "This is the Mod I am working on, so make sure you save all the changes I make into that file, OK?"

The reason you're getting that message right now is because you're selecting multiple .esp files, and the CK wants to know which one (if any) you're working on. For your purposes, you probably don't want to make any of them active right now, because you're not editing those mods, but making a new one which is dependent upon them.

You could probably use TESVEdit to convert those mods to .esm, and then rename the extension-- BUT it would be up to you to check if any other Mods depend on them or not before you do that, or it could cause other problems later. Depending on the Mod, converting it to a .esm shouldn't make that much difference, I do not believe, but if something else needs it, Skyrim will see it as a missing Master, and have problems.

2) This is where the difficulty is...

If you make your Mod, it will only half work-- you'll have your follower, but it won't look right. At least one of those Mods must be a .esp file; if you use anything from that in your Mod, it's not going to be saved correctly. Only .esm files can be used as Masters. The two Apachi mods are both .esm in my install, so they should be fine; it will be one of the others...

3) Is your CK set up for Multiple Masters? I can't remember how to do it, but it's an .ini setting for the CK-- without it, the CK will throw a bit of a tantrum if you try to load more than one .esm file; so you need to configure the CK to accept more than one master, I think it is "bAllowMultipleMasterLoads=1", but you should double check that somewhere else, since I am not 100%.