Change your settings in Skype so that “Enter” inserts a line break instead of sending a message.
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.
There are 3 ways to include line breaks in a long message and still send it in one piece:
1) Press “Shift+Enter” instead of “Enter” when you want to start a new line.
2) Change your settings in Skype so that “Enter” inserts a line break instead of sending a message:
3) You can also type your message including line breaks in another program, such as Notepad or Word, and then copy & paste it into Skype.