<YourName>.dds (main skin)
<YourName>.veh (vehicle definition file)
<YourName>Driver.dds (driver suit)
<YourName>Helmet.dds (driver helmet)
<YourName>Rims.dds (wheel rims)
<YourName>STW.dds (steering wheel)

Body, helmet, steering wheel, rims - DXT5
Driver suit - DXT1

The PSDs have appropriate generic alpha layers built in, just save to dds when you've finished painting :)