First: are the include files on the server? (I know, silly question, but it's best to make sure.)
I would not try to include by URL, it should not be necessary and adds extra processing.
I don't see anything logically wrong with this line:
include("./themes/$skin/theme.info");
It should work assuming (a) $skin is set, (b) the include file is in the directory "themes/<value of $skin>/theme.info" directly beneath the directory where your main script is running, and (c) the webserver account that runs PHP scripts has read/execute permission on each of those directories in the path and read permission on the file.