Perform the following actions:
For the purpose of this guide, upload them to a directory called "skin" located at the root of your domain.
This will allow you to easily reference the jPlayer skin from anywhere on your site using:
The skins tend to be dependant on their jPlayer release, with changes to the skin occurring between releases to take advantage of new features.
The jPlayer skin is a good starting point for creating your own custom look that fits your site.