For quite a while Skype has been shipping with a small-size Web installer. Since it is a programme which relies on the Net to do its job, I can understand the concept of these installers.
The problem is that I tend to burn all necessary applications on a CD and use it to equip a newly installed Windows with all the stuff needed for everyday use. This way I save myself from waiting a dozen of applications to be downloaded before the system is usable. That's why I needed the full version of Skype downloaded once and for all.
And here it is - the full-installer version of Skype (always the most recent one):
www.skype.com/go/getskype-full
It's about 21 MB and is downloaded from the Skype servers. I hope the link would help you and will save you from downloading questionable Skype installations from 3rd party installers.