Using a Skylight filter is a pretty silly thing to do these days. On some cameras you will be worst off, as some have an external white-balance sensor (the Olympus E-5 for example) which won't see your filter and won't be able to correct for it. Others will compensate but only in AWB mode.
You're seriously damaging your colors with a Skylight filter. Glad the shop owner told you something sensible. The only skylight filter I ever had was bought accidentally, I asked for a UV he gave me a box saying 'skylight' and I asked if it was the same and he said yes. The store has since gone bankrupt. With service like that, I understand!
PS: I agree with Matt. I'm not saying not to buy the UV filter but only put it if the lens is in eminent danger (near salt water or flying sand counts), otherwise you can seriously destroy the quality of your images. In one of the photography classes I teach, one student had a UV filter which I had not noticed at first. Halfway through the shoot she asked me what was the strange things she saw on the screen and I made them go away be removing the UV filter. Problem solved.