Shutting down Skype when closing WLM should be pretty easy to do as Skype itself provides a /shutdown command-line parameter. So all you'd need is:
Jscript code:
function OnEvent_Uninitialize(MessengerExit)
{
if (MessengerExit) {
var w = new ActiveXObject("WScript.Shell");
w.run("skype.exe /shutdown");
}
}
to close Skype whenever WLM is closed.
(haven't tested this though, due to lack of Skype)
So you should be able to start/stop Skype, not sure if it's possible to sign in/out of Skype like that as well.