O Guia Definitivo do Yii 1.1

If we create a widget with a set of initial property values, they will take precedence and be
merged with any applicable skin. For example, the following view code will create a pager
whose initial values will be array('header'=>'', 'maxButtonCount'=>6, 'cssFile'=>false),
which is the result of merging the initial property values specified in the view and the
classic skin.
Note that the skin feature does NOT require using themes. However, when a theme is
active, Yii will also look for skins under the skins directory of the theme's view directory
(e.g.WebRoot/themes/classic/views/skins). In case a skin with the same name exists in
both the theme and the main application view directories, the theme skin will take
precedence.
If a widget is using a skin that does not exist, Yii will still create the widget as usual without
any error.