Alain,
If you update to the latest Latex bundle in subversion, and uncheck the "Check for changes" box in Skim preferences Skim will no longer reload documents where you have errors.
I'm not sure why you want latex to stop processing after the first error? I like to see the whole list. But if you really want that behavior you can get it by adding -halt-on-error as an Option in the Latex bundle Preferences window.
Brad