The Controlling Visual Appearance section of the documentation explains how skins work. It starts with this page: http://www.telerik.com/help/aspnet-ajax/introduction-controlling-appearance-overview.html
This one explains how to create a custom skin for RadWindow: http://www.telerik.com/help/aspnet-ajax/window-appearance-css-classes-usage.html
Ultimately, these are two different controls and one cannot look and behave like the other. If you need the tooltip's appearance and functionality you should use the tooltip control itself.
the Telerik team
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