after skinning make sure you flesh the hide and remove any fat. Then it is a matter of deciding whether you are going to tan it or have it tanned. Tandy makes a good kit for small furs that works well. Other methods of tanning with the hair on include using the alum method, or oils and working the hide until it is soft.
Then you need to decide what you are going to make. rabbit can be turned into blankets by cutting it into strips and weaving the strips together. makes okay mittens, but matts up when wet. if using for winter hat, I recommend making a wool hat, then using the rabbit for the pull down ear flaps.