As Vildrimir stated,make sure you also have a folder called skins.
You put the UI skin in that folder not in ui folder.
Example of my UI:
C:\Users\Brygard\Documents\The Lord of the Rings Online\ui\skins\black glass mix red v 2.4 .
Also only starting from the folder ui should be lower case lettering,the folder (The Lord of the Rings Online) should be left alone with its capitol letters on.
Just incase you might have already read the faq or not but here's the link: