Ok, I have Spark IV, let say I wanted to download this skin http://gtapolicemods.com/showthread.php?8753-North-Carolina-State-Trooper-skins. What Exactly would I do, I'm so confused. Thanks for the help.

Import the car via SparkIV, scroll down too the car you just imported it should be highlighted in blue, click the wtd file, in the upper right hand click the edit button, you will see a bunch of stuff look for police sign 1 police sign 2 police 3 police sign 4, click in the upper left corner import texture, import the texture you downloaded, click save and close in the upper right hand, then rebuild and save and your done :)

If you are just downloading texture images (.pngs):

Use sparkIV to open vehicles.img, find the vehicle that you are editing the skin of, press the edit button with the texture file of that car selected, on the left pane find the texture you are replacing (if it's a main body for the car, it's probably called police_sign_1/2/3/4) and then press the import button, find the image you have downloaded and select it and it should replace what was there. Then save and close.

If you are downloading layered/mapped texture files (.wtd) then you just use sparkiv and import the new file.