You have to press "E" in a weapon with different skin than yours.
Easier to test in c1m2_streets map (Dead Center - Chapter 2) at Whitaker's Gun Shop.
Probably you need [L4D2] Weapons Skins RNG
to have more different skins available on the map.
Basically, it works like that, using AK as example.
AK has 3 skins,
The second skin (skin 1) makes its color darker (green+black), if you go near to another AK with a different skin than yours (brown) (skin 0), and press "E", the skin must swap.
Yours should become brown and the AK you pressed "E" must be green+black.
If it still confusing or not working PM me.