http://dx.doi.org/10.1038/nature12961
http://dx.doi.org/10.1126/science.1245938
Yeah, I didn't word it very well. They probably turned white before settling in Europe. Though the genetic relationship to Neanderthals, directly or by proxy, seems to be generally considered highly likely as far as I can tell.
We are part neanderthal. Deal with it.
About skin colour. See east.
I don't dispute that modern humans (outside of Southern Africa) likely have also have Neanderthal genes I dispute the statement that it's those genes that made them pale.