So which skin(s) are you actually using?
If you're only using version 1+ skins, you could try what happens if you disable oldskin plugin (which serves to be able to use 0.8-version skins).
rightclick > "Options" > "Preferences" > "Plugins"
check/select "Disable plugins" and exit BSPlayer (and restart)
For another idea please refer to
this thread.
YAQ
(Yet Another Question): Are you using ffdshow or codecs to display movie-files?
(with moviefile loaded: rightclick > "Options" > "Filters" > "Advanced")
(PS: A skin-related issue when closing BSPlayer could perhaps be, that depending also on the presence (or not) of rgn(fs).dat-file(s) in the skin-file, BSPlayer will - upon closure - in principle first try to delete some skin-related temporary file(s)).