Hello,
Skins Troubleshooting explains how to fix the issue if you have problems to load the Skins assembly.
As for setting Telerik skin, you could do that for each control separately at the aspx or the master page, or you could do that in the web.config file where you could specify a single skin for all controls or to specify if you want some control to use different skin.
Skin Registration help article explains how to do that in all possible ways.
Regards,
Bozhidar
Telerik
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