If you can't use the FriendFinder feature from the application, you can use an alternative way to employ your browser. The problem you're having is related to Internet Explorer and its settings. If the Content Advisor feature is enabled in Internet Explorer, you will encounter the above issue. Use Microsoft's information about Content Advisor and disable it to restore Skype's functionality.
For some users, Content Advisor needs to be OFF and for others ON. In this case, try switching ON or OFF and then add your friends.