I don't know why it would say anything about skins or bitmaps??
Unless he sent it as a video?? instead of just the music file???

music is usually sent in a MP3 or wave format- I'm not up on all the music lingo for puters - so hopefully somebody else will have more info on it.

Did you try opening your Windows Media Player first and use the file / open to see if that works to play it?
You should be able to do the same with the music match player too I think.

also on the file that he sent you can right click on it - go down to properties - and see what kind of file type it is...wave, mp3, video, jpeg what ever it says in that section.