First you must make sure that you have the latest version of Internet Explorer installed on your computer. You don't need to use IE as your browser, but Skype needs IE for working properly. The 2738 error indicates that there are problems with vbscript on your computer. Most likely, JavaScript is not working either (pop-up page with a list of files?).
You need to try to correct the vbscript and JavaScript registrations:
Go to Windows Start -> All Programs -> Accessories -> Right click on Command Prompt, select 'Run as administrator'.
If your Windows is 32-bit version then do this:
Type: regsvr32 jscript.dll, press Enter
Type: regsvr32 vbscript.dll, press Enter
If you have Internet Explorer 9 (IE9) installed, then additionally do this:
Type: regsvr32 jscript9.dll, press Enter
After each Enter you should receive a message saying something like: XXX.dll was successfully registered.
If your Windows is 64-bit version, then you need to ensure that in the Command prompt you are in the C:\Windows\SysWoW64\ directory. If you see that you are in System32 folder then type “cd ..” (2 dots are important). And then type “cd syswow64”. Do the same registration commands as mentioned above.
Reboot your computer.
More explanation here:
http://community.skype.com/t5/Windows/Trying-to-login-and-get-sent-to-quot-Index-of-file-C-ProgramDa...
