Using other popular messengers, you can save conversation history, or even delete it with one button, why not do it in SkypeE. Skype offers users the delete history, and it can be done only by finding a folder on your computer where Skype stores all user data, including messages, in encrypted form.
In order to find this folder, open the start menu and select Run. If you don't find in this menu item, press the key combination Win+R (press the Windows flag key and R). There will be a field to enter a command, where you should enter %APPDATA%Skype and click OK.
In the opened window you will see several folders and files. You should be interested in the folder whose name matches your login (user name) to Skype. Open the folder. In the folder Сhatsync kept all correspondence. If you want to delete all messages, highlight the contents of this folder and press Delete. Thus, the whole history of messages in Skype, e will be removed.