RadSkinManager should not be put inside other controls, the concept is to have it declared in the page (only once) and in case you do not want it to skin all RadControls in the page, to use its TargetControls collection in order to specify the controls to be skinned.
You can fill this collection either declaratively or programmatically from any part of the site which is child of the master page in question. More information on how to add controls to the TargetControls collection is available here:
How to use RadSkinManager?
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