Actually, CycleOps has a proprietary skewer that comes with the trainer. The width is correct for the trainer mount. If you lose it, you could get another one from CycleOps, or just get a cheapy from your LBS.

Fancy skewers will be too wide (which is why they might get chewed up). If you don't swap the skewer, you run the risk of the bike falling out of the trainer (I've seen it happen many times, including me at my very first race).