Okay, I've been following a certain http://www.rpgplanet.com/morrowind/tamriel/tutorials/s%20fisher/tesskin1.html, and I've come to the point where it says to search for the files through the "search or find (depending on your version of windows). Then click files and folders." However even though I used the "Hide extensions for known file types" box, the files have yet to appear.
If anyone has a link to a similar topic which has been answered, or to help me with this problem through this topic. I would be very grateful.
EDIT: I forgot to mention I've got the CD that has both Morrowind and the TES construction set, so that may be a bit more helpful to those who can answer this question.