Hello Roberto,
What's going on here isn't caching, although it would seem it is.
The skin has a control called a SuperWrapper which creates content in the DB the first time the site is loaded with the skin. The content that is created is in the footer of the site, all of those "custom menu X" and "Follow Us" sections. It was a first attempt at creating skins with pre-defined content that would be on all pages of the site. We're working on some new methods for this so this first load doesn't take so long and the SuperWrapper isn't necessary.
Thanks,
Joe