The situation is a bit confusing right now, but here's what we know:
There is no massive outbreak going on
There is something spreading on Skype, but only in limited numbers
It is not exploiting a vulnerability in Skype but simply sending chat messages asking you to download and run the infected executable
There are two different and separate malware samples being talked about relating to this case, confusing things further
One of them is named "sp.exe". We received a sample of this yesterday and added detection. This one is connecting to nsdf.no-ip.biz in its attempt to download additional components
The other one is described in here. This one downloads additional components from marx2.altervista.org, and it's actually not new at all: we've detected it since beginning of October