Skype's peer-to-peer technology is designed to accept input from other computers, and it can be used to remotely exploit vulnerabilities in your network. The technology is designed to work with NAT and to undermine firewalls, which makes an exploited computer even more dangerous. It can cloak itself inside Port 80 as Web traffic, and its payload makes it difficult to identify. Every computer participating in the Skype system can unwittingly become a virtual phone switch on the Skype network, creating a huge security risk and eating up network bandwidth.
If you already lock down your desktops and restrict the software users can install, you probably don't have to worry. If not, immediately enforce a policy forbidding the use of Skype, and find out whether your firewalls and bandwidth-management tools can stop Skype in its tracks.