It's a bit of an ordeal, but you can do it.
First you need to install svlc
Logout and login.
You should get a new menu entry (Applications/Video/VLC skinned GUI media player)
When it runs, you right click in the title bar to select skins and other stuff.
It only comes with one skin. (default.vlt)
Your skins resource file is /usr/share/vlc/skins2
You can select individual skins here
, or download all the skins here
Extract the download into an empty folder, then copy the contents
of the vlc-skins
folder (not the folder itself) into /usr/share/vlc/skins2/ (you'll have to be root to do this)
You should have all your skins now when you run the skinned player. Don't use the regular vlc player to change skins, etc.