Mats,
First of all please don't double post.
For the right column you will use footer.tpl file
The default Adsense code is using 468x60 banner so you will have to mannually insert your skyscraper code directly to the template file.
You may want to create new block of code, something like this:<div class="box">
<div class="box-content">
{literal}
Your Adsense code goes here
{/literal}
</div>
</div>
Now to place it in the left column - open your header.tpl file and insert this block after this code:<div class="content">
<table cellpadding="0" cellspacing="0" width="100%">
<tr>
<td valign="top" height="10%" class="column">
For the right column - open footer.tpl file and insert this block after this code:{if $banner && $config.banners}
<div style="text-align: center;"><a href="{$banner.url}"><img src="{$banner.image}" alt="{$banner.alt}" title="{$banner.title}" /></a></div>
{/if}
</td>
<td class="dotted"></td>
<td valign="top" height="10%" class="column">