To start with you need the skype exe file. You can get this from the skype folder in your program files (you only need that file not the other ones.)
Now we need somthing that will help that run
Open notepad or wordpad etc and copy this into a file
set APPDATA=%~dp0Application Data
if not exist "%~dp0Application Data" mkdir "%~dp0Application Data"
echo Starting Skype...
Now save it as skype.ini And put the exe and the ini in a new folder with a useful name and walla you have skype
Edit:Thanks to Ph4n70m for pointing out that the text file should be saved as Skype.cmd not .ini also don't forget they need to be in the same folder