From the Skype FAQ
Can I get a trojan horse or virus from using Skype?
There is no risk when you are using Skype only for calls and instant messages. With Skype's File Transfer ability, you should take precautions when accepting files from other parties, just as with any email program or other file transfer programs or files you download directly from the web. We highly recommend that you use updated anti-virus software to scan all incoming files, even from people that you know.
Norton automatically scans incoming files anyhow. (if you have it set correctly)