You don't.

damn Stephanie McMahon is hott =P

POint is you can't use alt. costumes in chess. Yea I know it sucks big time. But whatever.
And by the way she is not hot. She is ugly to me.

There isn't a way to pick Alternate Costumes as a player. But the computer can and DOES use alternate costumes. The pieces even reflect the costumes they are wearing. I doubt there's a way to do it without a codebreaker or something, since it would've been discovered by now, but yeah, its another nice little feature we could've used that was left out for some god unknown reason.