You have two choices to resolve that issue. First copy the custom window skin that was in the demo into your project's windowskin directory. Second comment out or delete the lines that change the windowskin. The second choice requires you edit the lines that give you that error by placing a "#" in front of the line of code. Search through the new script and then comment out:
Code:
self.windowskin = RPG::Cache.windowskin('001-WallofCloudsSHB01')