if skype its self is giving you an error then its not a problem with you download, its probably the installation, make sure you downloading the correct installer for your operating system, on there website it gives you an option for 32bit and 64bit, if your unsure what version you have, Right click "My Computer" and go to Properties, there you will see what bit your OS is.
By the looks of the error you gave, it seems you have a 32bit OS and you have downlaoded the 64bit version of skype.