VideoMessage Exporter is an OSX app to export/download Skype video messages.
NOTE: Due to changes in the Skype database (and lack of time on my end), I've had to compromise on the ease-of-use. The newer style video messages will not automatically download, but will instead open on a new web browser window. You must login with your Skype username/password on the Skype website to view them. Once it is playing you can right click the video and select download video in order to get it.
You can also go to the following directory to get the cached files directly /Users/alvaro/Library/Application\ Support/Skype/(skype username)/media_messaging/media_cache_v3 I couldn't figure out how to relate them to a username/date, so I decided not to do it.
1 - Run skype and play the video messages you want to download (otherwise the download link will not be valid)
2 - Run VideoMessage Exporter
3 - Select the video messages you want to download from the list and click the "Download Selected" button.
4 - The files will be saved to your desktop
Supported versions - OSX 10.7 and above
If you get the ERROR 401, view the message you want in skype, hit the refresh files button, and try again.