What ^ he said.
Also, ensure that you've changed both the dff and txds, and make sure you delete the originals from the .img archive before or after putting your own replacements in. Furthermore, the filenames aren't case sensitive, but they're picky about everything else, so make sure they're spelled correctly. Lastly, sometimes this can happen for seemingly no reason whatsoever. If you can't crack it, try a different alternate skin (someone elses skin that you have, or just download one) and see if that works. If a different skin doesn't result in the same issue, chances are it's your skin that's the problem. It's a rare issue, but it does happen.