Use SkipException instead of System.out.println() in test setup

IMHO it would be the right approach to throw a `SkipException()` instead of writing warnings to `System.err` if the resource to test cannot be created.

Maybe it is even better to *fail* the test if the setup could not be completed? 
My first idea was to report errors during the setup as test-failures, but then I tried to mimic the current behaviour using `SkipException`. I will update the PR.