It is necessary to have started the game up at least once before attempting to install a skin!
Download a nice HL2 weapon skin, from the HL2 skin section!
Once you have chosen a skin, click on it. then click "Download". Choose a mirror, and save the file to your desktop.
If you do not already have WinRAR, download it! Then extract the contents of the skin archive to your desktop.
Navigate your way into this folder:
C:\Program Files\Steam\SteamApps\common\half-life 2\hl2\
On your desktop (depending on the skin), you should see the extracted contents of your skin. There should be folders named "Materials", "Models", and sometimes "Sound" and "Scripts". Match up these folders with the ones in your HL2 folder that we went into in step #4. It WILL ask you if you want to replace... say YES!
Activate Half-Life:2, and gaze upon your newly installed skin!