I experimented a little with the skinning sample I've downloaded and I've managed to add it into my own engine. I had several problems like the content processor was attaching the shader while processing the model but I've managed to deal with it. My problem is this. See this picture.... 

You see the problem. Now, see the good one.

You're probably asking, what the hell?? When I don't scale the model, I just load it and draw it, it looks like on the bad one picture. When i scale the model to 0.001f, 0.001f, 0.001f it displays perfectly, with no other changes! Only I have to zoom in the camera to see the model. What could it be??

And btw, why doesn't the mouse scroll work in full screen mode??
 

Numeric precision in the z-buffer :) Try setting your near clip to a larger number (like 1 or 10) and see if that makes a difference in the large model render.

Look like a problem i had last week, check this : http://jbriguet.free.fr/XNA/Shader%20Bug.jpg

BTW, it was a cull problem, i had CullMode =none in my shader :)

(Thanks again to Kukyona for helping me)
 

Thanks! My near clip was 0.0001f :)