Yeah.. I haven't heard of any FF skins for Media Player, but FF Winamp skins are common as mud.
My current Winamp skin for instance is a FFIX Garnet White Mage one, which I've had for years and never been bothered changing: (taken moments before):
A warning - it's in full size (1024x768), so it may be a little large (that's why it's a link and not an actual image).
I have a few other FF ones as well. I used to get them of Nullsofts website, but as Nullsoft have since been,.. well.. 'nulled'... that is no longer an option.
A Google search should turn something up though.