I've skinned and butchered scores of squirrels and rabbits and I have noticed a few things:
(1) As has been said before, generally any knife will work. I have used a Kershaw Leek, Case Medium Stockman, Esee Izula, Mora...something..., Dawson Pocketknife, and so forth to similar effect.
(2) I realized that I prefer to use knives with relatively small, thin and wickedly shard blades so that I can make precise cuts in little nooks/crevices as I see necessary. Therefore I would recommend a case stockman, trapper or any small, thin, pointy, and sharp fixed blade to get the job done (though the Dawson Pocketknife is my personal favorite).
(3) I usually start by making a skin-deep slit up each of the hind-quarters from the pelvis to the paws, carefully peeling the hide off of the back legs. Then, once I've separated the hide from the muscles around the hip/pelvis, the best thing to do is grab the hind-legs in one hand and pull the hide back towards the head and peel it off like a sock, making small slices where needed to keep moving.
There are a multitude of ways to skin a varmint, so pick the one you like best and master it. Happy hunting.