When I first read this, I thought......yeah pull the other one............skins for an A/V program.
But it is true, people have created skins for Kaspersky.
Why, of course is another matter...........
Anyway, a quick google turned up this YouTube video of someone changing skins (repeatedly). Again........why??????? If you can follow it, you are a better man than I, Gunga Din (or ChrisKing in this case). But as far as I can see, you need to put the skins in a specific folder and can then pick them from within the options in the program. As I haven't got Kaspersky, I can't really experiment.
http://www.youtube.com/watch?v=n2LinMJwmac