The answer is simple...the skin is not provided by ajax4jsf.jar.
I was following a Rich Faces example and I get confused.
Forget about it.
Well, since you may reached this point and you already lost time reading this, at least a leave you a nice quote as an apologize ;)
"All men's miseries derive from not being able to sit in a quiet room alone."
Blaise Pascal (1623 - 1662)