The last skin used is automatically saved, you never have to do that manually. However you must launch vlc with the skins2 interface (vlc -I skins2) and not the wxwidgets interface (vlc -I wx). And if you don't specify an interface on the command line, the one saved in the preferences will be used.
i have tried all that ..
but still.....
when i dubble click on a movie file in explorer the default skin loads.
when i dubble click on an audio file the skin i want starts.