When you first visit the /Setup/Default.aspx page its supposed to copy the skins from /Data/skins to the new site specific folder /Data/Sites/[SiteID]/skins
It sounds like that did not complete. If all else fails you can copy them manually. Probaby want to avoid copying the .svn files so right click the /Data/skins folder and do SVN Export to some folder first to get a clean copy without any .svn files then copy them to the correct location /Data/Sites/1/skins
Hope it helps,
Joe