I love this, but Skype is nowhere as bad as some "anti-viral" software (like McAffee or Norton). Try to uninstall one of them so you can put a competitor on. I couldn't without entering into protected mode and uninstalling it. I know another Windows professional who had the same problem. Thanks, Scott.
I've never used Skype on windows, I had no idea it was so bad. It always shuts down ok on the Mac. Closing the window does just that - closing the window but leaves it running in the dock, which is what you'd expect really since you won't want a window open all the time if you're not actually talking to someone.