@SarahGen-- No, I have never had those side effects. I have experienced nausea, diarrhea and heart palpitations but never skin problems.
Do you know what type of magnesium the supplement contains? There are several different types and I know that magnesium oxide causes side effects more than the others.
There may also be additional ingredients in the supplement that you are allergic to because it sounds like you're experiencing a type of skin rash. You should stop taking them immediately.