When using Skype 4.2 for the VoIP feature of SiteKiosk the Skype application windows will not always be hidden.
As workaround go back to the previous Skype version 4.1.0.179 which can be foud here:
http://www.oldapps.com/skype.php
McAfee Site Advisor about oldapps.com:
http://www.siteadvisor.com/sites/oldapps.com