It is possible to add skill points using a third party program (like CoSMOS:
Link) to change the values of the appropriate memory blocks. It's hard to get used to at first if you've never used a program like this before, but I'll try to walk you through it.
1) Start CoSMOS
2) Run MLB 2K12
3) Load up your custom player in game and proceed to the skills screen
4) ALT+TAB out to CoSMOS
5) In CoSMOS, click the icon in the top left -- the tooltip should read "Select a process to open"
6) Choose the process named "mlb2k12.exe"
**Here's the part some might find confusing at first...**
7) Click "Add Address Manually," on the right in CoSMOS
8) The addresses to add and their respective functions are as follows:
- Pitching: 01622870
- Batting: 01622864
- Fielding: 01622868
- Baserunning: 0162286C
9) Add these addresses via the "Add Address" screen -- I recommend naming them in the "Description" box for easy reference
10) Once you've added the addresses for the values you want to change, they should show up in the box at the bottom of the CoSMOS window
11) Next to each address, double-click on the number under the "Value" column and change it to the number of skill points you want to add
12) Check the box to the left of the addresses you've changed -- if you leave them checked, you will keep this number of skill points, no matter how many points you spend; checking, then unchecking them will simply add the skill points for you to use up normally
13) Return to the game and level up your skills
14) ALT+TAB back out to CoSMOS and set the values back to zero
15) Done; close CoSMOS
**NOTE**
If any find this step-by-step walkthrough confusing, I can post a video up on YouTube outlining the process.
Hope this helps.