Skype.exe is Skype which is a VOIP system. More information is available here.

Quote:
Skype in a nutshell.

Our software?s quick and easy to get started with. Download, register, install, plug in your headset, speakers or USB phone and start calling your friends. The calls have excellent sound quality and are highly secure with end-to-end encryption. You don?t even need to configure your firewall or router or any other networking gear. It just, you know? works.