Now I found it can not even display other skins(lastest version) like 'greenC', 'Pop' etc. except for the ones come with default installation. When ever I set my desired skin for my blog and take a preview, it produces the message:

Please, do not access this page directly.

and nothing else.

(I just upgraded to the latest version)

I'm assuming you have a version 1.8 of B2 and that the skin you are using os for previous versions.
If you look at the top of this Skins forum you will see two posts pinned to the top..
Available 1.8 version skins and how to convert previous version skins

To add the linkblog to the natural pink skin you would need to copy the important bits from any skin for your version that has that feature. The 'custom' skin has it, so put in your skins/natural_pink/_main.php file the following bit at the place you want the linkblog to show up:

	<?php
		// -------------------------- LINKBLOG INCLUDED HERE -----------------------------
		require( dirname(__FILE__).'/_linkblog.php' );
		// -------------------------------- END OF LINKBLOG ----------------------------------
	?>

Then copy skins/custom/_linkblog.php over to skins/natural_pink and you'll have a linkblog. You might have to customize some of the settings in this file. What each setting is for is fairly well explained with comments in the code, so it should be easy enough to make sense of.

Yes I am using the version 1.8.2 and I think you r right. The skins have not yet been updated. I'll wait for sometimes.

Thanks for the reply.

Hi EdB, that works. Thanks!