It depends on what you are starting with. Can you please be more specific?
Some background:
It is possible to strip individual resources from a URF file (and use them for other things). The main parts you will tweek are the motion (.UMF files) and sound files (.USF which can be converted to/from WAV files)
You can then repack them. If you are careful, you can repack them with an existing program. MySkit does not do this automatically for you.
In fact the library of motions provided with MySkit were extracted from the default personality of Pleo (the 1.0/1.1 version).
If you are talking about a skit you wrote yourself, it is easier to keep the original MySkit 'workbooks' and raw UMF/USF files and regenerate the .URF.
You place the .URF file (along with some PAWN code written with the PDK) on an SD card. Pleo will run that program instead of the built in personality. Take out the SD card, and Pleo will return to normal.
If you are talking about changing the default personality, the one built into Pleo, you can use a feature called "mirroring" or "shadowing". Check the forums for older discussions.
The main personality runs from Pleo's built in storage like normal, but if you have a properly named .UMF or .USF file on the SD card, it will use that instead. That way your SD card only contains tweeks to the built in sounds/motions.
The hard part is finding the resource name to mirror/shadow.