Memory does not serve Fast6191. The EZ5 kernel stopped using "moonshell" as it's directory many revisions ago. SD:/ez5shell/skin is where you want to put them.
You can create your own skins if you want, there are plenty to download, etc.
Download the latest Moonshell and install it. Should be in a directory labeled moonshl2, then the shortcut from the EZ5 menu will function. He's absolutely correct about what you need to do to play video. Audio is a cinch, Moonshell plays most common (and some uncommon) audio formats.
Get the latest USRCHEAT.DAT and throw that in your ez5shell directory.
Download the walk through tool, hit up Game Faqs (or whatever) and build yourself some walk throughs for the games you are having problems w/.
Most the homebrew I want to play works fine on the EZ5... There is a lot of great stuff out there, try some of it.
Beyond running "backups" what is it you want to do exactly? It would be helpfull in telling you where to get started.