Nah its perfectly normal even while just using "3g data" you should expect the phone to get warmer specially while placing skype calls and doing intensive work.
Normal, just like you modem at home heat up during high traffic, the PA (power Amplifier) is active more than normal which cause some heat dissipation. Your battery is being drain at higher load as well,,which reduce efficiency which is equal to more heat.
nothing to worry about, iPhone have heat sensors and it will shot down the phone if you reach any dangerous level