People are not informed when you or they take a screenshot. Even if the stream is encrypted, what you or they see with your eyes is not. Anyone can use a 3rd party application or any standard picture/video camera (seen or not) to capture audio/video/pics. Even if Skype added a notification feature for the built in screenshots, it wouldn't change the myriad of ways in which people could do it. There is nothing Skype can do to stop that.