The problem is not the missing installation af the skins, but the skins' version you've installed. Probably they are for previous version of BSPlayer (v0.86), and version 1 doesn't support old skins' format. You can try to use the following plugin:
www.bsplayer.org/files/oldskin.dll
You only have to copy it in BSPlayer's plugins directory and then restart the player, but it don't work for every skin
I hope BST will revrite the plugin and/or will insert "old skins" support in his next release.