No you can use it with any skin you want. You only need the "load.bat" and "unload.bat" which you can get there -->
http://www.mp3car.com/vbulletin/rr-skins/62195-release-proximos-cf-style-skins.html (download "cfx tools")
Then you have to edit both files (right paths to winamp) and add
this lines to ExecTBL.ini -->
"LOADCD","SETVARBYCODE;SAVEDTRACKNUM;TRACKNUMBER|| SETVARBYCODE;SAVEDTRACKPOS;CURRENTTRACKTIME||RUNQW ;d:\.....\LoadCD.bat" "H||LOADLIST;D:\Winamp 2.91\winamp.m3u;Audio CD||!BROWSE"
"UNLOADCD","RUNQW;d:\.....\UnloadCD.bat||LOADLIST; D:\Winamp 2.91\winamp.m3u"
For Eject and reload the "old" playlist make a button like this "EJECT||UNLOADCD"