Heavenly One is having this same problem.
Our best advice is to: Log out. Clear your cache. (Delete all temp internet files, history, cookies, etc.) Restart your computer.
When you sign back in to AFF be sure to check the 'Remember Me' box.
Go into your User CP> Edit Options. Down at the very bottom is an option for Forum Skins that will allows you to set whatever skin you choose as your default.
If that doesn't work, we don't know what will yet.
I have the default skin set as mine. But it has stayed on whatever skin I've chosen from the Quick Style Chooser menu in the bottom left corner each time.