If the extension does not support the MPEInstaller, you may install the extension manually. Usually the extension will provide instructions for installation.
To install a skin manually, just unzip the file to the appropriate folders. Skin files must be installed in [userdata]\skin (i.e. in Vista/Win7: C:\ProgramData\Team MediaPortal\MediaPortal\skin). However some skins provide additional fonts and other files which need to be installed to other folders as specified by the skin.
Normally, plugins are installed to the [programfiles]\plugins (i.e. usually C:\Program Files\Team MediaPortal\MediaPortal\plugins) sub folders (Windows, Process, External Player) depending on the type of plugin. Often you can simply extract the plugin dll file to the appropriate folder. However some plugins require more complex installation, so be sure to read any manual installation instructions carefully.