I was just about to argue against this, when I realized you actually do have a point. The arm from T1 was destroyed, but most people seem to forget that Arnie loses his arm in the fight with the T-1000 in T2. It is plausible that the company that developed Skynet was able to use THAT arm as inspiration for their supercomputer. Also, while the scientist who dies in T2 (Dyson I think his name was?) was the one most directly responsible for the creation of Skynet, he wasn't the only one working on it. Other people had seen the CPU and the arm from the first Terminator. Other people had seen the research that was spawned from those artefacts. Other people likely had their own research on their own computers at their own homes. In order to truly stop the creation of Skynet, they would have to hunt down and kill every single employee that had anything to do with Skynets creation, and destroy any work he had done on the project.