New Skype P2P worm spreads through VOIP chat facility
All Skype users should be careful with any URL offered while in the chat mode. Most AV products have coverage now and staying up-to-date can help folks stay protected.
PC World - Skype Warns Users of P-to-P Worm
Skype users are under attack from a new worm that spreads through the peer-to-peer Internet phone application's chat feature. The attack begins when a user receives an instant message containing a link from someone in their contact list or an unknown Skype user
ISC - Skype worm
A worm is currently spreading which is specifically aimed at Skype users. Known as Ramex, Skipi or Pykspa, it abuses the chat function of Skype to send a short message containing a link to a seemingly benign JPEG file to other users. Users that click on the link will download and run a copy of the worm, and start to infect others.
Additional links below:
Skype's official security warning
Pykse.b - McAfee information