DokGonzo, as you might have already noticed, the skins now occupy around 160MB. Making someone wait for that download, before they could play, would probably cause extreme frustration.
Most players have no issues at all with the background downloads. If they do, then they can grab the skins from the download page. We also put all the skins on the CD we mail out, as well as all the terrains.
This does not mean we are not looking at other options here, but that is a bit out of my realm.