The first section:
// Character File. Copyright 1997, Maxis Inc.
version 300
0
1
Will be the same in every file. I don't know what the numbers mean, but there are people out there who do if you simply have to know. Scott McDonnell of The Sims Workshop, is one of those people. Just know that I don't mess with it, and unless you know what it means, I suggest you don't either.

The next section:
b504fafit_aurra
0
0
4
tells the name of the file and how many .skn files will be working together. You can see that the 4 is the same as the number of .skn files in this .cmx file.

And then the next section:
SPINE2
xskin-b504fafit_aurra-SPINE2-BIGGUN
0
0
tells where (SPINE2) that xskin-b504fafit_aurra-SPINE2-BIGGUN attaches to. The two 0's are buffers. The same goes for the rest of the file, and there are 3 0's at the end. And you may notice that there is not the .skn file name for xskin-b504fafit_aurra-SPINE2-BIGGUN , that's normal. There isn't one. If you put it on there, it probably won't work. It doesn't for me.

Those are the parts of the .cmx file. Seems very basic, but at the same time, you can't make a single mistake. Your .skn file names MUST MATCH letter for letter the names you put in the .cmx file or it will not work.