The only other files that Skype needs to run are the files that you have in the %appdata%\Skype folder. Skype is looking in Windows registry for location of this folder and if the registry values are wrong then this usually results in the error message which you are receiving. This problem should have been fixed by this MS Fix http://support.microsoft.com/kb/886549
Quit Skype or use Windows Task Manager to kill any Skype.exe process. Go to Windows Start and in the Search/Run box type %appdata%, press Enter or OK button. The Windows File Explorer will popup. Locate there a folder with the name Skype. Rename this folder to something different, e.g. Skype_old.
Start again Skype and see if this folder is now recreated, i.e. you should see now both a folder with name Skype_old and Skype.