If not, open osume.exe in your osu!'s root directory. Click the Skins tab, then pick a skin (or a few).
If you do already have a custom skin, right click one of the images you want to use and click Save as. Find your osu! folder and then the skins directory then pick a skin (that you use or will be using). Save it there as "fruit-ryuuta.png". Everything should work after that.
Oh yeah, if you haven't selected the skin you will be using in the options, do that too.
Also, I have all the characters saved to my harddrive atm. If anybody has any suggestions on how I can display them all in the OP with a sort of thumbnail-view so it doesn't clog up the whole page, let me know.