I downloaded a skin, Moved the folder into the fceultra skins folder, and then selected the skin.But now whenever I go back to FCE emu, the skin doesn't load, its just a plain black screen and I have to set it back manually everytime. How do I set it so It wont change?

First of all you don't want FCEultra.
You want the latest and NES emu "MednafenX-Nes V15"

second,
That could just be a bug on some old build that you are using, so get this one.

oh ok haha thanks I didn't know. Can I keep the roms though? or is it best to get new romset ?

roms are roms.... (as long as they work)
change yours only if you want to have a rom set that is already named in accordance with you Ressurection Xtras packs. (ex boxart, movies etc...)

and try nestopiax while yer at it! both are great!