As others said... much probably a path issue - choose the game directory manually from the install setup.
About question if you need the 4.09 skins patch... it is optional, so 4.10 will run without it. If you, however, decide later, you want to have the 4.09 skins patch, then you need to install it and install 4.10 (and 4.10.1) after it again.
With other words... the skin patch is optional, the patch order is not.
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