What you're actually looking for is the Telerik RadSkinManager control. It should be in your toolbox with Q1 2009. If you do not see it in your toolbox, you can easily add it to your page like this:
|<telerik:RadSkinManager ID="RadSkinManager1" runat="server" ShowChooser="true"> |
When ShowChooser is set to "True," the control will automatically render a Combobox for chaging the application skin. When the property is absent (or false), the SkinManager will simply enable you to easily change the skin for all RadControls on a page from a single place. One note, though: if you've set the Skin property directly on a control, it will override the settings of the SkinManager.
Hope that helps.