When in the skin editor, select the image (it should have a dotted line around it when selected). Once selected, click on the 'Image' tab. You should see a box titled 'Images' with a list of images below. These are images found within the skin\button directory. If your images reside outside of this directory, they will not be shown and you will have to copy them in. If you copy them in after Xlobby is running, click on the 'Refresh Images' button to update the list. If the images are buttons (with -down and -enter images), you can see the different states by clicking on the 'Preview State' buttons. Once you find your image in the list, just select it and that should change the image in the skin.
Just a tip. Good reading material on skinning can be found
here, and well worth a read if you start getting more heavy into modifying skins...actually...it is just worth reading.
Hope this helps.