For the skins, you should have StealthOS, Aura, 5imple (alpha), and Vista included with WB5 (4.99 rc).
Have you looked in the "C:\Program Files\Stardock\Object Desktop\WindowBlinds" folder to see if there are skin folders existing there?
Have you clicked the "Rebuild list" in the WB config.?
Which skin browser are you referring to?
Can you download content via a common Web Browser (IE, Firefox, Opera, etc.)?
Some clarification would help people assist you.
Note - I wrote a mini tutorial on installing Object Desktop which may or may not be of use to you http://corkyo.wincustomize.com/Articles.aspx?SID=5463&AID=83625