Skip to My Lou was a popular partner stealing dance from America's frontier period. Since instruments were frowned upon, particularly the fiddle, the dancers had to create their own music by clapping and singing.

Couples would dance around a lone male who sang "lost my partner, what'll I do." At the appropriate point in the lyrics, he would "steal" the partner of a dancing man as he sang "I'll find another one prettier than you." The displaced man would take his place in the circle.

"Lou" is apparently a corruption of "loo," the Scottish word for love. This info came  From http://en.wikipedia.org/wiki/Skip_To_My_Lou#References