I only used Skype once for a job interview. I decided to uninstall it. Yikes! It wanted me to search their FAQ before I could uninstall it. Then if I didn't find my answer, it wanted me to go even further. I cancelled out and on the 2nd try to uninstall it, it was finally gone.
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.