Mary,
I too purchased Artisteer as I figured it would be handy for helping me rapidly prototype skins. Unfortuately, the generated skins still leave a lot to be desired, and more often than not, I find myself hand-editing the files to fix alot of the issues that aren't completely addressed by Artisteer currently (panes, containers, some weird replacement scripts). I hope they resolve these issues in the future, but I think they may be more focused on systems like Joomla and Wordpress (however, I hope I am wrong). At the moment however, you should proably be ready and able to directly edit the skin files once they're uploaded.
Also, like was stated above, you will require host-level access to install these skins. This is unforutnately something you can't enable, it will be up to whoever is hosting your DNN installation. For instance, the last time I checked with GoDaddy - in order to get host-level access you need to have a dedicated server plan instead of the more common shared hosting. I should also note that many people who host DNN sites are hesitant about allowing access to the SuperUser account, as it is really 'the keys to the kingdom' and there are settings in there that can really hose up not only your installation, but possibly others depending on how they have DNN installed.
Basically - first, contact your host and ask them if it is possible to gain host-level access. If not, they will most likely need to install the skin from their end. However, as I said, artisteer files need a significant amount of work done to handle issues with CSS rendering, content panes, and containers so you should probably be ready to FTP in and edit the skin.ascx files directly.
Good Luck!