On the topic of updating a skin in the code behind, this line added in the Page_Load event will let you access a single Rad Control on the page to edit its current skin.
sender, EventArgs e)
//use this.Page.Master to reference the master page
On the topic of skipping the skin chosen in the skin-manager, I have not heard of adding the skin-manager to a list of ControlsToSkip. That being said, this documentation on the RadSkinManager may be of some help to you