Protein skimmers work on the principle that the increased salinity causes an increase in the surface tension in the water, which allows those really fine bubbles to form in SW. Thast what causes the proteins to glom together and rise up in the skimmer column. The surface tension in FW isn't high enough to form those really tiny bubbles.
That being said, I have heard some people say that it works, although I've never seen readings of any sort or explanations to back it up.