I refreshed the ClamWin database again today Aug 27 2008 and now ClamWin is no longer reporting the same SkypeSetup.exe binary as having the Trojan - hope that's a legit upgrade as I am about to install Skype with this SkypSetup.exe

As another data point, I did use the online DrWeb antivirus scan and it too reported the SkypeSetup.exe as clean (https://www.drweb-online.com/en/virustest.html). Separate but related note, virustotal.com is another online virus scanner but it does not scan files larger than 10MB while Dr Web did not impose this limit on the SkypeSetup.exe (20+MB).
Hope this helps other people in the same situation.
JM