This happens when the correct skin directory is not specified in users/default/trillian.ini. Edit that file, and on the second line make sure that a correct path is listed for the skin. Then, save it and make the file read-only
How do I edit files like the tutorial told me to do?
The best way to edit files is by using Windows Notepad. Open the files and save them using the entire path and file extension. Also, it helps to add quotes ("") around the path to make sure it does not add .txt to files you save that should end in INI.