I've done some comparison with the default web.config that came in the download, and when trying to use it, my skinning breaks.  it appears to be related to the clientDependency section.  The default config file doesn't have this section, but my config file does.  When I remove that section, the skinning breaks.  

<clientDependency version="0" fileDependencyExtensions=".js,.css">

    <fileRegistration defaultProvider="DnnPageHeaderProvider">

      <providers>

        <add name="DnnBodyProvider" type="DotNetNuke.Web.Client.Providers.DnnBodyProvider, DotNetNuke.Web.Client" enableCompositeFiles="false" />

        <add name="DnnPageHeaderProvider" type="DotNetNuke.Web.Client.Providers.DnnPageHeaderProvider, DotNetNuke.Web.Client" enableCompositeFiles="false" />

        <add name="DnnFormBottomProvider" type="DotNetNuke.Web.Client.Providers.DnnFormBottomProvider, DotNetNuke.Web.Client" enableCompositeFiles="false" />

        <add name="PageHeaderProvider" type="ClientDependency.Core.FileRegistration.Providers.PageHeaderProvider, ClientDependency.Core" enableCompositeFiles="false" />

        <add name="LazyLoadProvider" type="ClientDependency.Core.FileRegistration.Providers.LazyLoadProvider, ClientDependency.Core" enableCompositeFiles="false" />

        <add name="LoaderControlProvider" type="ClientDependency.Core.FileRegistration.Providers.LoaderControlProvider, ClientDependency.Core" enableCompositeFiles="false" />

      </providers>

    </fileRegistration>

    <compositeFiles defaultFileProcessingProvider="DnnCompositeFileProcessor" compositeFileHandlerPath="~/DependencyHandler.axd">

      <fileProcessingProviders>

        <add name="CompositeFileProcessor" type="ClientDependency.Core.CompositeFiles.Providers.CompositeFileProcessingProvider, ClientDependency.Core" enableCssMinify="false" enableJsMinify="true" persistFiles="true" compositeFilePath="~/App_Data/ClientDependency" bundleDomains="" urlType="MappedId" />

        <!-- For webfarms remove the above CompositeFileProcessor and uncomment this section

                                                <add name="CompositeFileProcessor" type="ClientDependency.Core.CompositeFiles.Providers.CompositeFileProcessingProvider, ClientDependency.Core" enableCssMinify="false" enableJsMinify="true" persistFiles="true" compositeFilePath="~/App_Data/ClientDependency" bundleDomains="" urlType="Base64QueryStrings" />

                                                -->

        <add name="DnnCompositeFileProcessor" type="DotNetNuke.Web.Client.Providers.DnnCompositeFileProcessingProvider, DotNetNuke.Web.Client" enableCssMinify="false" enableJsMinify="true" persistFiles="true" compositeFilePath="~/App_Data/ClientDependency" bundleDomains="" urlType="MappedId" />

      </fileProcessingProviders>

    </compositeFiles>

  </clientDependency>