FWIW I have now had my line to Skype open for two days and have received and sent Skype and SkypeOut calls. So far there have been no intrusions from spyware or such. I use Norton 2004 Personal Firewall and an ADSL ethernet hub router that uses a firewall and NAT.
I'll report any problems if they occur.
One thing strikes me. Skype encrypts data to create a virtual private end to end line. Does this mean that calls are more difficult/impossible to intercept?
Peter Scott