ln a word, no. This is an old scam that's taken a new form. The website in question is called Alertmonitor and it is a known problem site - it gives users this spurious error message and directs them to the site where you'll be encouraged to pay for the company's so-called security program, which actually does nothing of the sort.

This kind of message usually appears in emails and pop-up windows in your web browser, but this is the first time we've s(Oen it distributed as a Skype message.
Needless to say, you should ignore it and add the sender to your Blocked Senders list (in the top-right of the message window, under the icon of the sender, there's a small grey Menu button Žclick this and select Block This U ser. You can also stop unknown people from contacting you: go to the Tools menu in Skype and click Options. Then select Privacy from the list on the left and make sure 'Only allow people in my Contact List to contact me' and click Save. If that option doesn't appear, click the Show Basic Options button first.

It's important to be able to recognise these scam messages Žthey always pop-up uninvited and unannounced, and often give away the fact that they are scams. In this case, it listed lots of operating systems (Windows NT, and so on), none of which you are using, and it gives no actual details of the supposed problem. Any true alert will come from your own antiŽVirus, firewall or anti-spyware program. This will always look roughly the same - the look varies from program to program, but you should learn to recognise the alerts that your own security software makes, so that you won't befooled.