I have the Bluecurve-xmms skin selected. I select Optios > Skin Browser and select "(none)". I exit and restart xmms, and the Bluecurve-xmms skin is back. I've got xmms-1.2.7-12.p. Ditto for xmms-skins.
I can reproduce this problem on 3 different machines also. No matter what skin I choose, after I quit xmms and restart, I'm stuck back in the bluecurve xmms skin.
*** Bug 74919 has been marked as a duplicate of this bug. ***
On my machine, the only skin that won't stick is the xmms default skin. All other skins will stay chosen after exiting and restarting xmms.
XMMS's site has a temporary fix. Create a empty directory under your skins directory and set that to the skin: ~/.xmms/Skins/NoSkin In the skin browser this will show up as "NoSkin." Works like a charm.
This should be fixed as of a while ago.