yes, skipping is very good for boxing. Besides the obvious cardiovascular benefits - it helps you improve your balance, co-ordination and footwork. There was a big thread about it with lots of good vids and discussion in the stand up forum.
Jumping rope has many benefits as mentioned by previous posters. It helps with footwork, shifting weight from left leg to right leg, coordination, and general cardio (depending on intensity). Start small and work your way up till you can go multiple rounds in a row without a break.