How should I define missing values due to skip questions in SPSS?

I have a questionnaire that contains some skip questions. Like, say, the 3rd question is a yes/no type question. Only those who answered "yes" to the 3rd question are requested to answer the 4th, 5th and 6th question and those who answered "no" are requested to skip these three questions.

I am sorry that I have no experience about how to make SPSS know that the missing values in the variables corresponding to the 4th, 5th and 6th question are due to the answer "no" in the previous (3rd) question.

I should mention that some respondents didn't even answer the 3rd question and thus the answers to the 4th, 5th and 6th questions are automatically missing. So not all the missing values in these three variables (corresponding to the 4th, 5th and 6th question) are solely due to the answer "no" in the previous question.

I need to know, if I need to use multiple imputation, then how can I avoid the imputation of the missing values due to the answer "no". I have seen something about user-defined missing values and I do not have much idea about it. Can anyone explain what should be done in my case? I will basically try a regression and later if I have time, a factor analysis with the data.
You can create your own missing value codes in spss. Pick something safe like -99 to use for all "skip" questions. Enter -99 for these cases and then in variable view click on you variable name in data view and click missing. There you can enter -99 as a missing value. You can pick another missing value code (like -88) to mean something else if you like.