*EDIT:* More recent skype versions have this functionality built-in. Check comments.
*Warning*: This solution seems to cause skype to crash in latest versions.
If you ever used skype on Windows 7 then you know that it is really annoying as it doesn’t minimize to tray when you click the close button. Luckily there is a solution. Just run it in compatibility mode for Windows Vista (Service Pack 2) or older. In a step-by-step:
1. Go to Phone folder in your skype installation folder (C:\Program Files (x86)\Skype\Phone)
2. Right click on Skype.exe and choose Properties
3. In properties select Compatibility tab
4. Check the “Run this program in compatibility mode for:” checkbox and select Windows Vista (Service Pack 2) or sth older
5. Click OK and you are done
Enjoy the better skype experience on Windows 7.