I have to disagree....Pro/E is a highend program and needs every bit of system resources you are willing to give it. If you think the premature exits are bad now think about after you put some flashy skins on it.
In effect, you do have some 'skin' capability... you can modify which buttons are on the GUI, and where they are located (config.sys, config.win, etc.) Also, you can change what colour you want the background to be.
Its not quite a ful-fledged skin, but it is a fully customizable one - something I don't think WinAmp offers - heaven forbid Microsoft goes out of its way to make something good
Your other option would be to upgrade to Wildfire... it definately has a different look to it. Better than 2001 in my opinion.
You, also, have some capabilities when you go to the 'Appearance' tab in the 'Display Properties' menu in windows. Like changing the font of the menu text and changing the background color of the Model Tree.