Weapon skins go into "...\live\legions\data\shapes\weapons". Make sure all the .dts and .dds files are set as "Read Only"
Not sure about the jet trails, I'm pretty sure they go in the "data" folder, but in what folder. Just make sure the .dds and .dts files are set as "Read Only", otherwise, they will get overridden by the new ones downloaded when you launch the launcher.