Sam,
All these 3 are skin Objects that are inserted in your skin. You need to either edit them out of the skin you're using or create a new one that doesn't include them.
If your skin is an ASCX, you will see them as tags, similar to the HTML ones:
<dnn:Privacy runat="server" id="dnnPrivacy" /> for the Privacy Statement link
<dnn:Terms runat="server" id="dnnTerms" /> for the Terms of Use link
<dnn:Copyright runat="server" id="dnnCopyright" /> for the copyright at the bottom (if you just want to change the "My Website" to your website name, you can do it through the Admin Settings page)
in that case, you can just remove these tags from the installed skin, directly on the ASCX.
If your skin is an HTML, you will simply see them as tokens [PRIVACY], [TERMS], and [COPYRIGHT]. You will need to remove the tokens from the HTML, and reinstall the skin for the change to take effect.
The other one, Downloaded from dnnskins.com is probably just hardcoded text in the skin that you could remove, but you should check whether there are any copyright restrictions as regards to that and whether the dnnskins.com site allows you to remove that notice.
For a list of all the skin objects, take a look at the documentation on the DNN site or at http://www.thinkofdesign.com/resources/reference.html
Hope this helps,
Hernan Pablo Chiosso
http://www.itx.net
the new how