This mod is quite cool in my opinion and you should dedicate some time to getting it working.
When you download the mod there are i think 3 different Images of headshots and wallshots, If tou move them to Crossfire/UI/Mark (If on Vista) you should get a box that comes upw ith each file saying Replace, Cancel or Keep both files.
Click replace.
Make sure that the file names don't have a '2' after them other wise a blank white box will show up when you get a headshot
HIT 'THANKS' IF I HELPED