OOOH! Sorry! Brain fart there!
Let me think.... I used to know this...
Ok, let's use Brad Pitt as an example...
If his regular clothes are B001MAFitLgt_BradPitt.bmp, then his personal nude skin would be NMFitLgt_BradPitt.bmp, not NMFitLgt_01.bmp.
What the letters means:
N - Nude
M or F - Sex
Fit, Skn, or Fat - body type
Lgt, Drk, or Med - skin color
_ - an underscore
The rest of the file name has to be exactly the same as the rest of the filename for the normal clothes for the Sim, in this case, BradPitt.
BTW, Gimp is a much better art program and it's free.
http://www.gimp.org/windows/