There should be no difference in the way RadSlider is skinned compared to other controls (which you seem to be skinning and getting them to render as expected).
From the information provided we are not able to determine what might be causing the problem (other than, of course, not importing the CSS for the slider on the page, e.g. by having a wrong path in the <link> tag).
You should make sure that the CSS names are those that should be - e.g. by using a tool such as IE DevToolbar and/or FireFox Firebug - to examine the page DOM and each element setup.
One other thing that might be good to test is whether the slider renders fine with its custom skin when it is NOT in the update panel - but rendered directly on the page the first time the page is loaded.
In case you are not able to resolve the problem, my suggestion is to open a support ticket, and send us your project (or a scaled down version thereof). Once we are able to run it, we will determine what is causing the problem and send you back a fixed version.
the Telerik team