I only tested this quickly but it seems you can manually edit FindAndRunRobot.ini (must close the FARR process first) and change this line
EditSkinFile=C:\Program Files (x86)\FindAndRunRobot\Skins\<skin name>.skn
into
EditSkinFile=Skins\<skin name>.skn
and then that skin will still be applied when you start FARR again.