There are earlier posts in this thread that address this issue, but I'll reiterate. You need to package the main skin and the custom wheels, windows, helmets, etc. into a .mas archive file. Although these files may be left loose in your custom skin folder and you will see your full customization in game, only the main skin is transmitted to other players in online multiplayer. In order for other players to see them, the skin .dds and supplemental .dds files must be bundled into a .mas file with MAS2.exe. In the case of the BTCC Honda, there can be as many as 7 files, the Renault Clio 3 and its possible to mess with the windshield banner for the C6R.
Start MAS2.exe
Click Edit>Add files (or the 2nd button from the left on the toolbar)
Navigate to the folder for your main skin, windows, wheels, helmets etc., and select all the .dds files
Click the 5th button from the left on the toolbar (Create the MAS file)
Name it with the same name as you main skin file. (e.g. main skin is honda2alt.dds, name your MAS honda2alt.mas)
Save it in your custom skin folder.
Don't leave the source .dds files in you custom skins folder if that's what you were using.