Ski Squats can be done with a Swiss Ball (other wise known as a Stability Ball) But you don't need a ball to do them. I have done them many times without a ball. If you need something to put between your back and the wall then you can use a towel.

You can find a description of a ski squat here http://www.bodybuilding.com/fun/likness23.htm

I think that you can also find videos of ski squats on youtube