@sage Nowadays you don't even have to go to shady websites, nor do you need to actually install anything. Skype itself has two major vulnerabilities right now since the last update, which have yet to be resolved. No doubt they will be.
The newest Skype trojan/virus is nicknamed "T9000" (an upgrade from its previous incarnation about two years ago, "T5000") and it's MUCH more advanced than most people realise. It uses a multi-stage backdoor installation process, checks to see if it's installed and has a list of at least 24 security programs with instructions on how to bypass them, as well as avoid detection.
T9000 actually allows attackers to capture encrypted data, take screenshots of specific applications and
specifically target Skype users. It'll most likely store its "captured" data in a (hidden) folder named "Intel". The worst part of it is, that most Skype users probably won't know it's been installed.
It's always a good precaution to delete people from Skype - at least until whatever is going on here is resolved. I'm not saying that this is the case for you, but it does remind me of the one I had 2 years ago.