The dropdown should be there in Page Settings if that checkbox is set in site settings. and by default it is selected as "Site Default" which means to not use a different skin on the page.
if it is not there I have no explanation other than maybe you are working with a forked version of mojoPortal or maybe the setting is hidden by css. I would view the source of the page and see if you see the list of skins. I would also double check the site settings and make sure it kept that setting when you enabled it.
Hope that helps,