I select pre-existing .cmx files and just write over them. Use any text editor, like Notepad or Edit-Pad to edit them. There's a much more in-depth explanation of .cmx files here. It tells you all the in's and out's and explains things in greater detail.

Here's a copy of the one I am using. I'll show you how I over-write them.

// Character File. Copyright 1997, Maxis Inc.
version 300
0
1
c003fa_longhair
0
0
1
HEAD
xskin-c003fa_longhair-HEAD-HEAD
0
0
0

All I am going to do is replace the c003fa_longhair with c533fa_shi, the new mesh's file name.

Here's the new .cmx file:

// Character File. Copyright 1997, Maxis Inc.
version 300
0
1
c533fa_shi
0
0
1
HEAD
xskin-c533fa_shi-HEAD-HEAD
0
0
0

Ridiculousy simple to do, isn't it? (well, maybe not the first few times you ever try one, but trust me, later in the game it is.) But this is it. Now when I save it in my Shi project folder, then, I will save it as c533fa_shi.cmx with the little save as file-type box listed as "all files", and add the file extension "cmx".

Done.

Select your course:

Custom Textures (swimsuits, PJ's, formal, and nudes)
Sim Show Testing
Mesh Adjusting the Body
Game Testing
I'd like to go home now.