There is not truely a "Login Page" until you specify one in Site Settings.  The login "page" (control) can be reached from any page on the site by injecting "ctl/Login" into the URL.

Please Note:  You will run into difficulties if you do not follow these steps in order.

1. In order to accomplish what you want, I would suggest creating a new page on the site, and adding the Account Login module to it. 
2. At this point, you can also switch the skin to the one you want the login page to have. 
3. Then, go into Site Settings and select the new page as the login page. 

Now, when you click on the login link, you will be directed to the newly created login page with your skin applied.

That's great to hear.  I am glad to help.