Skype calls recorded by Skype? Possible, but highly unlikely. However, there’s a much scarier scenario that no technology can prevent.
The video, audio and instant messaging program from Microsoft.
Until the migration from IM to Skype is complete, I think it’s likely to see both accounts for many friends. It’s simply that Skype, the program, is logging into the both Skype and Microsoft Messenger at the same time.