Well, the conclusion of this study appears to be that it doesn't. Or rather, if I'm reading this right, they're saying the increase in deaths due to skin cancer is just a statistical artifact: more women in the sun exposure group died of skin cancer, not necessarily because the sun caused the skin cancer, but because the women who stayed indoors died of cardiovascular disease instead.

My favorite quip regarding this statistical effect is the observation that the cyanide diet is very effective at reducing deaths due to cardiovascular disease (cyanide kills you much faster, so winds up hogging all the credit).

To avoid the mistake, insist on seeing all cause mortality numbers.