They each have a different function. A filter will...well, filter that water. It will remove suspended particles mechanically and also filter the water biologically with the bacteria growing on/in it.
A skimmer removes dissolved organic compounds from the water. The organics stick to the bubbles inside the skimmer and are floated up and out into the cup for disposal.
If you have lots of live rock in your tank, I would dump the filter and use the skimmer, even tho that skimmer isn't all that good.