Ive seen a few people complain about this but no real solution for it...
I found this post addressing the issue:
http://forum.skype.com/index.php?showtopic=58025
Basically you need to make a local copy of the Skype javascript skypeCheck.js and then create a simple php file that will capture the image for you. this will allow you to display the image as if it were a local image on your server rather than remote. This will make SSL work :)
Here is the php file (skypestatus.php):
<?php
$u = $_GET['u'];
$path="http://mystatus.skype.com/smallclassic/".$u;
$im = imagecreatefrompng($path);//.
header('Content-type: image/png');
imagepng($im,NULL,0,NULL);
imagedestroy($im);
?>
and here will be the modified html, this will have to be tweaked depending on your sidebox. Lets assume both the skypeCheck.js and the skypestatus.php are both in the skype folder in the root of your site.
<script type="text/javascript" src="/skype/skypeCheck.js"></script>
<a href="skype:USERNAME?chat"><img src="/skype/skypestatus.php?u=USERNAME" style="border: none;" width="114" height="20" alt="My status" /></a>
Thanks to sculptex, ethos201, and Fred Trotter for the code :)
Jolla