Yesterday I read a post on the General Forums from a guy who was playing in a game with two others, and chatting on Skype at the same time. Apparently they sent him an executable file through Skype, which he clicked on and opened. It ran a program which made him drop all his gear on the ground and froze his character, so that these guys could then pick up all his gear and leave the game. He was left in game totally naked (yikes) and totally helpless.
His post has been deleted by Bliz, probably because he named full battletags of the guys who did this to him.
Now I am not a stupid person, probably just not quite as computer savey as other people. I know not to click links, or open emails sent by people I don't know, and I do have an authenticator attached to my account. I try to be as safe as possible on the internet, but I did not know that this could be done through Skype.
So I am posting this warning to give others like me a heads up about the things that can happen ingame and are still happening at the moment. Whatever you do, don't open a file sent to you by so called "friends" because you really don't know who they are and what their intentions are.