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Anyone?

Before I start I would like to say that I have read just about all the guides in every forum and they just left me more confused than before I started reading them. I am very new to hacking and need help with some things, one being what exactly do I need in my SD card to get textures and moves to work, I have gotten some simple ones to work but those came with just 1 file and I could add those easily, I'm not worried about stages and music yet I'll take it one step at a time. The second thing I need help with is labeling folders and such. I downloaded the Gray Fox v0.02X and the true shadow the hedgehog textures and they came with files and folders I had never seen before like "CSP", "portrite", "common", "char_bust_tex", and "MiscData". Am I supposed to relabel them or am I supposed to put them in certain folders or just leave them be? I am so confused on these more complex hacks if anyone can please please PLEASE help me.