The highlight is always set by the program itself. Its not a skin option. For most modules it sets it to the control that is mostly likely to be used the most often. It usually only sets it when entering a module, not when going back to one, but sometimes it does, depending on the module. If the highlight isn't set explicitly, it will default to the first control it finds that can get the focus.
You can disable the highlight by going to Settings | General | Input Options | Options and unchecking Highlight the panel that has the keyboard / remote control focus.