I'm not 100% sure how your skimmer attaches to the wall intake, but there is a hose that goes from the bottom of my skimmer (It's the over the wall floating type skimmer) and the hose goes over to attach to a piece that's screwed on to the intake hole on the side of the pool...it's a hose adapter type of piece. I also have a little strainer thing that I can screw on there if I wasn't using the skimmer.
I remove that completely because as many will tell you, pretty much nothing intex fits anything non-intex. The hose from wal-mart (or anywhere else for that matter) will not fit on the adapter piece that screws to the side for the skimmer hose.
Solution for me is... take the adapter piece off so I just have a hole in the side of the pool. No hose adapter, no strainer thing.. just a hole that goes right through to the plunger valve thing. I just stick the hose in the hole. It sorta sucks on and it works perfectly.
Start to finish it's....throw the hose in the pool, attach vacuum head to pole, attach 1 end of hose to vacuum head and let it go down to sit on the bottom of the pool, dunk the hose under the water from the vacuum end to the free end to make sure there is no air in it (this takes a few minutes but sucking air in isn't a good thing to do!), finally I hold the hose under the water pull it over to the intake hole and stick it in!
It doesn't seem to cause any issues with my pump or anything... but I know we have 2 different setups so maybe someone else with an ultra frame can chime in if this sounds like a bad idea for your setup?
The only other thing I'd say is depending on your filter cartridge it may, or may not catch everything. I know I've read that the intex brand ones that come with the pumps aren't that great and I've seen others recommended. I don't know if that applies to all the intex brand cartridges or not...
*edit*
I just noticed that the vacuum head that TCJ4 posted (1st reply here) is the exact one that I got from Lowe's..