Skype accounts can enable two-step authentication when they are joined with a Microsoft account.
1. Go to the Security & Privacy page, and sign in with your Microsoft account.
2. Under Two-Step Verification, choose “Set up two-step verification” to turn it on.
3. Choose how you’d like to receive a verification code. Follow the instructions to verify your identity.
4. You will receive on-screen confirmation that two-step verification is turned on.
For more information visit: http://windows.microsoft.com/en-au/windows/two-step-verification-faq