There is a checkbox on your blogs tab|select a blog|general tab that, if checked, allows skin switching. Uncheck that box and you should have only one skin available for your visitors.

The problem is that not every skin out there has the code that listens to that checkbox, so if your skin is still allowing skin switching you'll have to find a skin that doesn't (does listen to the checkbox is what I mean). 'custom' will behave the way you want, so it is a good reference skin. Anyway look through skins/custom/_main.php to see the little bit of code that you'll want to copy to your skin.