What's your graphics card? Does it support DirectX 8.1? If not, you might have the GXL Properties of your windows rendering with too high a version. It runs DirectX 8.1 for each window (I think), and maybe your graphics card has problems with that? Clicking skins opens a new window, which uses DirectX.

GXL properties can change this... someone might be able to give a better explanation.

Hope this helps,

Julian