Make sure you rebuild the entire solution not just mojoportal.web project. Then using an empty database in the connection string (ideally in user.config) visit the /Setup/Default.aspx page.
During initial setup the skins get copied from /Data/skins into /Data/Sites/[SiteID]/skins but if you point it to an already populated db it will not copy those files.
If the problem persists check the log for clues under Administration > System log
and view the source of the page and follow the url for csshandler.ashx and see if it is returning css or if an error is happening.
Hope that helps,