The M3U menu is for saving loaded files in the audio_player to a xxx.m3u playlist in the path you specify in rr.ini as playlistpath. The reason to edit the pls.skin is for the directory browsing of the M3U files. This just lets the skin know where to look for displaying the contents. I would try creating a couple new playlists with the skin to get the feel for how it works before trying to load older ones or files generated with another skin. The audio_browser is a directory browser for all your files to load them in audio_player.
The osk works for the applications menu, web and M3U menu. Load a list and try saving it with M3U menu, it will launch the osk and prompt you to enter a filename for the playlist.
Upon first launch the analyzer wil often hide behind the EQ or another window of winamp. Move said window to reveal. You can statically configure it from there.
The blinking bar is on the bottom of the X button and is somewhat hard to see if you have a very dark background. It is present on every skin though.
Hope this helps C4DAO, I know you got shock v3 running good so this should be a piece of cake for you
