I dont think a skimmer is going to make a huge difference for nitrates, From what I remember reading only thing thats gonna make a big difference in trates is water changes or a sulfer de-nitrifier, a fuge.
Ammonia turns to nitrites and nitrites turn to nitrates, Then most people do water changes to get rid of the nitrates, unless you have a sulfer de-nitrifier, but that does not eliminate the need for water changes either.
I am not sure how much a protien skimmer helps with nitrates, maybe someone else can chime in?
Also skimmers need to break-in, if its brand new give it a couple of days, my skimmer bubbles and gets the crap proteins out, I guess its all in what your perception is.
Does it look like small bubbles or like a watery film?