I have looked everywhere in the forums, I haven't really been able to find much like a tutorial or anything, maybe I am not looking hard enough?
I will just explain it to you. I will assume a certain level of knowledge that you might not have(as it makes thing easier for me) anything you don't know I can explain in further detail...
First things first you need to download the xnb exporter and the xna formater from here:
http://pokemon3d.net/threads/408/
to use the xnb exporter it must be in the same folder as the file you are trying to unzip
for Sprites you need to put the files into /pokemon/content/textures/NPC/
You need to have a pixel editing program like paint or photoshop.
paint will do but I recommend paint.net(linked in the same place above) as you can download a simple grid add on that you can use to help you position the sprites(again it is linked above)
Each sprite contains 12 seperate images so it can animate the walk cycles
if you export one of the sprites in the the folder listed above you can see the layout
If you open it in paint.net and use the grid add-on with the grid size at 32 you can see how each sprite is laid out even better
32x32 is the standard sprite space however as of a few updates ago any size sprite is usable
once you have the sprite save the file as a .png and place it in the above folder
then goto /pokemon/saves/<save name>/player.dat and open it in notepad or a similar program
find the line labeled 'Skin|' and change the portion after that to the name of you skin(minus the extention)
make sure to hit 'Load' not 'continue' when you start you game next