That's because it's not the case with other any other skin on that page. That was RejZor specific request to put his skin in zipped file like that, just because he has CREDITS txt file inside the package. Other skins will automatically install itself as soon as you click the link on download page...
Cheers !
EDIT: again, asws files are skin files. If you have them saved somewhere on the disk, other than avast! skins directory, you should just place them into default skins directory, which usually is:
Program Files / Alwil Software / Avast4 / Data / Skin
Second common type of skin extension is aswcs. That is compressed skin file, and best of all it's autoextractible. As soon as you click on that file, it will autoinstall itself in default avast! skins directory (above mentioned). If file fo any reason doesn't install itself automaticaly, but instead, it's saved somewhere on your HD, just double-click it like Eddy said and it will install itself. The problem with RejZor's skin is that it's inside the zip package. That's because he wanted to distribute that skin with little CREDITS txt file... Link for his skin on the download page is link for zip file. So it's normal that it will be saved somewhere on your HD. Then you have to extract it and finally double-click the aswcs file inside the package. That's it...
Cheers !