Yes, everyone has to download the same skins that are on your server.
As for running autokick on a non dedicated server, you got me there, Technically there is no reason to use AK. When you run your sever as a listening server your their thus no need for an electronic babysitter.
Good luck you may want to ask this over on the MOHadmin's forums
I hear that is a great site for these kinds of questions biggrin:
http://www.mohadmin.com