United, second in the Women's Super League, have been drawn at home to struggling Brighton in the semi-final.
The final will be played at Wembley on Sunday, 14 May.
"Semi-finals are difficult anyway so we have to give our absolute all. Brighton are dangerous. We have to treat them as really dangerous, I'm preparing for a very difficult game," he said.
"We're not taking it lightly at all and there's nobody here who thinks we have a simple pass to the final. We have to earn everything. Hopefully we can progress."
United are in the hunt for the domestic double, sitting two points behind WSL leaders Chelsea.
Brighton are 11th, just one point and one place above bottom side Leicester.
Their poor form led to the sacking of Jens Scheuer and the return of Amy Merricks for a second spell as interim manager.
She has overseen WSL defeats by Chelsea and Manchester City, however victory at second division Birmingham has seen Brighton reach a second FA Cup semi-final in three years.
Skinner feels Brighton have improved since the return of Merricks.
"I have a lot of respect for Amy [Merricks] and what she has been able to do," he said. "They look more compact, more resilient and aggressive with the ball. I'm sure she'd do a great job there if she was to get it permanently."
Neither United nor Brighton have reached a women's FA Cup final, and neither have Aston Villa who host holders Chelsea in the other semi.
"There are three different teams who wouldn't usually be in that situation so we have to maximise our opportunity to win it," said Skinner.
"We don't look beyond Brighton and won't take them lightly. We're happy to be at home but we will give everything to try to get our fans to Wembley."