This is the webinar that we always point people at when they have questions about variable and explicit modifications:
http://skyline.ms/webinar10.url
If you want to modify one peptide in a particular way, it is probably easiest to right-click on it in the Targets tree and choose "Modify". This allows you to choose from any of the modifications that you have listed at "Settings > Peptide Settings > Modifications".
If you want to be the one that decides which modifications are applied to which peptide, then you probably want the modification to be "Explicit", which means that it appears in the list at "Settings > Peptide Settings > Modifications", but the checkbox next to the modification in that list is unchecked.
If Skyline is not giving you the permutations of variable modifications that you want, there are a number of different things that might be going wrong. It might be easiest if you sent us your Skyline document. (you can "File > Share" to create a .zip file).
Hope this helps,
-- Nick