That link put the windows media player looking skin in the same place as the other skins, so that's cool.
The trick is in the settings, it seems, and I'm still juggling a little. Now I can just type in vlc and it starts with the skin I want, but I have to have saved the correct settings.
Under preferrences, Interface, Main Interface (select skinnable gui so it doesn't go back to default), Skins (click on advanced in the bottom right) and then pick where your skin is located. Make sure you save it.
![Cool 8)](./images/smilies/icon_cool.gif)