Internet Explorer Skin

Hi,
Everytimke I open internet explorer a box pops up and is asking me to select skin file. I had to uninstall aol and also uninstalled it from the registry. I also went from IE6 back to 5.5 in order to complete the uninstall. when it pops up it is asking me to look in my documents to pick the file.Where do I look?
Thank You