start off by useing a metronome and going at a slow speed. id look around online to try and find some shapes and such to practice. if you have guitar pro 5 i could write you up some stuff if you would like.

to andy, string skippin is what the name says, all you do is play a grouping of notes that are on one or more strings that skip over a string.
The purpose is to get a more dynamic sound, you his some of the highs and the lows in a phrase without moving too far up and down the fretboard. One thing you could do is pick a chord that goes over 5 or 6 strings and play some notes on that chord that aren't on the same string, then change chord and repeat (try to keep it in key if you want it to not sound bad though) This could get you to know more of what the chord really (what notes are in there) and how you can build off of it.

This is just going off how I define string skipping, which is picking non adjacent strings, not fretting in a succession. In the latter case just pick a scale and play notes on it that happen to not be on adjacent strings.
im pretty sure theres a thing on justinguitar.com
thats where i got my string skipping exercise.
|-----| Gear |-----|

Ibanez RG(cnt remember)
Marshall MG30DFX
Line 6 Guitar Port