This nasty worm Worm:Win32-Skypii.A infects skype and then trys to infect all the contacts of that skype account, spreads real fast.
Its sends messages to users say “Hi really nice photos of you not?” the person trusts this link and clicks on it then they get infected by a download call photos.jpe.exe
Its a key logging Trojan that steals your passwords.
Don’t click on links and don’t open zip files from Skype.
Just follow this video on removing this malware infection.