It says it is illegal to use pictures from deviantART as there is the little copyright thing under the picture, which means the artist is the only one who can give you the permission to use their picture. Therefore, no permission = illegal use.

Why do you ask people to respect your skin? It does sound weird, since you actually are using a ripped picture... You should really credit the original artist for the picture AND ask them permission. Crediting DeviantART for the picture is just as if people were crediting Blogskins for your skin.

Did you ask for permission to use those pictures? I hope you did, or what you are doing is illegal and very wrong.
DeviantART is not a place where you can come and grab the pictures you like. These pictures are copyrighted, and you don't have the right to use them without the artist's permission.

If you haven't asked for permission, I suggest you go back to the artist's page and ask them nicely, they'll probably give you their permission and this will save you from trouble