It sounds like you have roof trusses and not plain rafters. Trusses use much smaller dimension lumber, 2x4 or 2x6 to carry the load of what would be 2x8, 10 or 12 regular rafters. The vertical members you describe, and any other angled ones, serve to reinforce the entire truss as a series of triangles. In effect, the sum ends up being stronger than the parts. If you remove any part of these trusses then you could be severely weakening the structure of your roof. You can still put a skylight in, but your best bet will be to create a passage between the trusses that leads up to the skylight. Insulating this passage and sealing any air leaks is important to prevent condensation as you will have very warm moist air right next to exterior, cold attic air.