Given two skew perpendicular lines in space, find the set of the midpoints of all segments of given length with the endpoints on these lines.
1. **Set up the coordinate system and define the lines:**
   - Assume one of the lines is along the x-axis, i.e., $y = z = 0$. A general point on this line can be represented as $(t_1, 0, 0)$.
   - Assume the other line is parallel to the y-axis and shifted along the z-axis by $a$, i.e., $x = 0, z = a$. A general point on this line can be represented as $(0, t_2, a)$.

2. **Find the midpoint of a segment with endpoints on these lines:**
   - Let the endpoints of the segment be $(t_1, 0, 0)$ and $(0, t_2, a)$.
   - The midpoint of this segment is given by:
     \[
     \left( \frac{t_1 + 0}{2}, \frac{0 + t_2}{2}, \frac{0 + a}{2} \right) = \left( \frac{t_1}{2}, \frac{t_2}{2}, \frac{a}{2} \right)
     \]

3. **Express the length of the segment:**
   - The length of the segment with endpoints $(t_1, 0, 0)$ and $(0, t_2, a)$ is given by the distance formula:
     \[
     \sqrt{(t_1 - 0)^2 + (0 - t_2)^2 + (0 - a)^2} = \sqrt{t_1^2 + t_2^2 + a^2}
     \]
   - Given that the length of the segment is fixed, say $d$, we have:
     \[
     t_1^2 + t_2^2 + a^2 = d^2
     \]

4. **Determine the locus of the midpoint:**
   - Let the midpoint be $(x, y, z)$. From the midpoint formula, we have:
     \[
     x = \frac{t_1}{2}, \quad y = \frac{t_2}{2}, \quad z = \frac{a}{2}
     \]
   - Substituting $t_1 = 2x$ and $t_2 = 2y$ into the length equation:
     \[
     (2x)^2 + (2y)^2 + a^2 = d^2
     \]
     \[
     4x^2 + 4y^2 + a^2 = d^2
     \]
     \[
     x^2 + y^2 = \frac{d^2 - a^2}{4}
     \]
   - Since $z = \frac{a}{2}$, the locus of the midpoint is a circle in the plane $z = \frac{a}{2}$ with radius $\sqrt{\frac{d^2 - a^2}{4}}$.

Conclusion:
The set of midpoints of all segments of given length $d$ with endpoints on the given skew perpendicular lines is a circle in the plane $z = \frac{a}{2}$ with radius $\sqrt{\frac{d^2 - a^2}{4}}$.

The final answer is \(\boxed{x^2 + y^2 = \frac{d^2 - a^2}{4}, \quad z = \frac{a}{2}}\)