http://www.cuneytozdas.com/software/3dsmax/#Texporter)
Try texporter. It's a plugin for 3DSMax. I don't know if it will work with gmax for certain, but the best way to find out is to try it (I assume you're using gmax since you didn't mention what software you were using -- it won't work with milkshape if by chance you're using that).
Otherwise there's really no way I know of to save a skinmap to targa other than to printscreen it and paste it into a graphics program and properly crop it. Texporter makes the whole process much easier though, if you can get it to work.