Something's up for sure. 877.zip is the Dream In Blue skin.
I just tried to download the Jelli skin, and from Chrome, it just opens the mjp file in a browser tab rather than rather than download and execute using MC's package installer.
Having noted that though, it doesn't explain mp_goode's experience of losing an existing, already installed skin like that. I am not aware of anything server-side at JRiver that would cause that, and am not aware of anyone posting that kind of experience in the recent or distant past. Something else is going on there, I think...
-marko