custom skin take a long moment to be downloaded ( very very long !!! )
you can wait severals minutes to see the custom skin of your friends...
it's not optimized... and if you see your cache you'll see partially downloaded skin ( or error downloaded? )
it's sure, an optimisation for the download will be a great feature
cache could store skin named with their md5 and the game should verify ( or continue the download) if we are already this skin, i think the game re-download skin