If you get this then you don't have the proper version of the .net framework installed. To install .net framework version 4 you will need to be on Windows XP SP3 (service pack 3)
Actually I just installed a copy of XP SP3 into a virtual machine and installed .Net Framework 4 then discovered that I hadn't catered for the case where Skype was not installed And no I'm definitely not supporting Windows XP, that thing is dead and buried or should be if people are still using it
SkypeMessageExporter Build 1.0.0.2 attached, please use this version instead of the earlier version I posted.