I attempted to download a Winamp skin from archive.com. It has not downloaded, saying "error creating directory: access denied, another program may have this file open (5)." I closed down any file and winamp tabs I had open and that didn't help. This is my first time using Tixati, so I really don't know where to go from here.

You probably mean Archive.org?

WinAMP skins are small files, there's no point to use bittorrent to get them (unless you want the whole collection). You can click on details, choose the needed file, and save it straight from the browser.

Errors usually mean that either path is too long, or antivirus is not happy about the content (sometimes for nonsensical reasons, sometimes for real ones).