How to have seperate icons for each style
 

I want to have different icons for each skin I create... Would I have to put the image paths in the CSS or is there a way to change the folder structure on the server?

At the very bottom of your "all style options" page for each style (where you input the css values, etc) you'll see a box titled "Replacements Variables". Click "Add new replacement variable", select the style you want different images to show in. In the Search for Text box type in the original url, eg /images/icons and in the Replace with Text box type in the new url to the images, for example /newstyle/images/icons