The global warming has failed to penetrate the atmosphere

Why do sceptical scientists think that?

One reason is that something strange has been happening to warming trends in the past couple of decades. While temperatures at ground level round the world have gone up, the warming has failed to penetrate the atmosphere. In wide areas some three kilometers above Earth, the atmosphere has actually been cooling. 

This is not what is predicted by computerized climate models, which all say the warming should spread right through the troposphere, the bottom ten kilometers or so of the atmosphere. Skeptics argue that if the models are wrong about how surface warming influences temperatures in the troposphere, they are also likely to be wrong about the movement of water vapor between the surface and the free troposphere.

That in turn may mean they are wrong about water-vapor feedback--one of the vital mechanisms behind global warming. (See "Greenhouse Wars" Article)

So does this mean there are some scientists who don't believe in the greenhouse effect or global warming?

No, this is a myth. All scientists believe in the greenhouse effect. Without it the planet would be largely frozen. And all scientists accept that if humans put more greenhouse gases in the atmosphere it will tend to warm the planet. The only disagreement is over precisely how much warming will be amplified by feedback.