There probably is a way to transfer them with a null cable but you're best to use an ethernet cable and ftp.
The skins will probably be in .tar.bz2 format. If you have a Gemini image you can install them using the Addon option in the Blue button menu.
If you are using a normal enigma image, you will have to ftp the .tar.bz2 file to the /tmp folder, telnet to the box and type the following commands...
cd /
bunzip2 /tmp/filename.tar.bz2
tar -xvf /tmp/filename.tar
(where filename is the name of the file in the /tmp folder)
There are more skins available here. You'll have to register first.