The "CrossTie" file is a file that tells Crossover Games how to install Skyrim. You'll see this button on the main "details" page of this Skyrim page
Click on the button (or the one, above - it will work, too!) to open the CrossTie file in Crossover Games.
Crossover Games' Install Software menu will open up, and you can click on "install" to proceed:
Note that Crossover is going to install a new copy of Steam into a new bottle called "The Elder Scrolls V_Skyrim". Proceed to click on "Install" even if you already have a Steam bottle. The installation of Skyrim will make a number of tweaks the Steam bottle which may damage other games, and this is why Crossover will install Skyrim into its very own Steam bottle, ignoring your old one (if you have one).
Crossover Games will now download and install a number of different packages, including a collection of fonts, the Microsoft Visual C++ 2008 Redistributable package, DirectX, .NET 2.0, and .NET 3.0. Approve the installation of each package. If you're prompted to "restart" at any point, click "finish" or "ok" - your computer won't actually re-start, it's just a simulated reboot and is a necessary part of the process.
Note that the install of .NET 3.0, in particular, takes a pretty long time:
Note, also, that you may be prompted to install DirectX and Visual C++ 2008 twice. That's normal. Approve the second installation, as well.
Crossover's Install Software menu will likely end up by saying that the installation completed but "Skyrim does not seem to be installed"
This is normal, and nothing to worry about. Click on "skip this step". The Steam Client will soon begin to update and load for the first time, at which point you can log into your account:
After logging into your Steam account, you'll automatically be prompted to install Skyrim. Hooray! Click on "next" and proceed to install the game.
This will take a very long time (hours, most likely), unless your computer is the internet (it's not).
When the download/install is complete, you can click "play" to launch for the first time.
But!! The first time you launch Skyrim, Steam will think that you don't have .NET and DirectX installed, even though you do, and it will run it's own installation. Do not cancel this. Allow it to complete. It will take anywhere from 20-40 minutes.
Note: You may receive an error saying that .NET had not installed successfully and needs to close; just hit the "Don't Send" button and Skyrim should still load (worked for me at least).
Thankfully, this only needs to happen once. When this is complete, you will have the Skyrim launch Screen, and you can then finally play the game, allright!!!!!