Having recently made the jump to Mac (and loving it) the first thing I installed on my new MacBook was Skype. It is fantastic on the Mac by the way - with the built in iSight and screaming fast processor - the HD video and voice sessions on the Mac are incredible. The omni-directional mic is just fantastic. The Mac was built for Skype.
Much like my Outlook .pst file, I wanted to transfer my chat/IM history to my Mac. It is quite simple and here are the steps.
First - on your PC go to: C: > Documents and Settings > "username" > Application Data > Skype >"username"
and copy the entire "username" file that you want to transfer.
Copy this information to a thumbdrive and transfer it to your mac desktop to which you have Skype already installed. Place the folder on your Mac desktop and open Finder.
Navigate to "Username" > Library > Application Support > Skype and then drag your username file from your desktop to the Skype folder and replace the folder with the new one you are dragging.
Presto.. start Skype and you have your IM history.
I did get an odd "password is incorrect" notice on my first boot of Skype, but after I entered it - I had my IM history intact.