I do not know what would cause the problem where every time that you try to run Skyline you are presented with the "Do you want to install this application" window.
I would recommend that you go into Control Panel in Windows and uninstall Skyline.
After you have uninstalled Skyline, you can install Skyline again from the Skyline website, and things will probably work for you.
If uninstalling and reinstalling did not work, then you might find some useful information on the following page:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tip_recover_install
That page has some instructions about finding and deleting all of the folders under the "AppData" folder in your home directory which start with "skyl..."
However, the instructions on that page are a little complicated, so I am hoping that uninstalling in Control Panel is sufficient to fix this problem.
-- Nick