A Playstation2 skin wouldnt need to use copyrighted graphics. Its all in how the author approaches it. I could make a skin for a football team if I wanted to, but as long as I didnt use their images to create it, I would be fine. Fan art is exactly that. As long as copyrights are respected to the letter, then there is no cause for concern.
I should clarify that my comment isnt directed completely at Kona, but its a general statement to all people wondering about this topic.