1) What kind of forum are you making a skin for? Vbulletin, phpbb, SMF, Invision?
2) Have you tried saving the graphic images in different formats to see how that affects your file sizes? (I.E. Save them as .jpg instead of .png)
3) Have you tried using CSS repeat on a much smaller image instead of using a larger one? (if you don't know what that means tell me and I will give you an example).
4) If repeat isn't an option have you tried choping the images in half and placing them side by side as aposed to having them as 1 whole image?
Just some ideas.