Do not open unknown links on Skype.
There has been an effective and malicious attack with the new variant worm targeting Skype. It comes in a chat message as a .pif file, that poses as “photos”. It targets anyone on your contact list using AIM,ICQ,Messenger,Miranda,MSN,Trillian (which uses all of the above) and Yahoo.
You’ll find all about it here in the Spyware Guide who revealed it or here