Did you choose a 2.x skin? 1.x skins are not compatible. See http://skins.b2evolution.net/two.php
That's the most likely cause of your problem. The designer may have omitted the skinshot, but for what I know all skins have a skinshot.
If it is a 2,x skin you can use it as any other skin. With or without a skinshot.

Good luck

Yeah at first I noticed I was using the 1.x, but I soon switched over to the 2.x and installed a few from there (nautica_21 and midnight). They both gave me the error.

Ok so I fixed it and here is how. When i was uploading the unzipped file to the skins folder, it was creating it like this. /skins/nautica_21/nautica_21/img. That wasn't working, so I cut and pasted ann the php, css and images out of the sub /nautica_21 folder and pasted them in the parent folder and it works now. So now when I look at the files in the ftp client it looks like this /skins/nautica_21/img.