By default upon pressing the Enter key Skype automatically send the IM (under composition), but you can change the action assigned to the Enter key
and have the "Instead line break" option instead.
- Open the Tools menu > Options > IM & SMS > "Show advanced options" button.
- In the IM settings window, go to the "Pressing Enter will" section.
- Check the "Insert line break" option.
- Click on Save to validate.