This way you can add all your skins inside an unique archive, without modifying the game original files.

- Install OpenIV, be sure you have the OpenIV.asi plugin in your GTA V root folder
- Create a "mods" folder inside the GTA V root folder, then an "update" folder inside the "mods" one, then put a copy of the update.rpf (from the "update" folder) into Grand Theft Auto V\mods\update
- With OpenIV, open your update.rpf inside the "mods\update" folder
- Extract the "content.xml" file somewhere and edit it as described below:
a) At the end of the <dataFiles> section (right before </dataFiles>), add the following:

        <Item>
            <filename>update:/%PLATFORM%/patch/data/cdimages/weapons.rpf</filename>
            <fileType>RPF_FILE</fileType>
            <locked value="true"/>
            <disabled value="true"/>
            <persistent value="true"/>
            <overlay value="true"/>
        </Item>

b) In the <contentChangeSets> section, find "CCS_TITLE_UPDATE_STREAMING" and add the following line right before </filesToEnable>:

                <Item>update:/%PLATFORM%/patch/data/cdimages/weapons.rpf</Item>

- The changes should present themselves like this: http://imgur.com/uProtlO
- Copy the modified "content.xml" file into the update.rpf file (simply drag the file onto the OpenIV window)
- Create the "weapons.rpf" archive at the path (Right click > New > RPF Archive) : update.rpf/x64/patch/data/cdimages
You might need to create the "patch", "data" and "cdimages" folders.
- Put ".ytd" & ".ydr" files of weapons inside the weapons.rpf file