How can I create and save a group of contacts in Skype?
On my windows, I can do the following : (188.8.131.52)
Don't you have this menu?
Edit: (from comments discussion)
To create group of people I can do : select multiple contact (Ctrl+Click) then r-click and "New Group Conversation.
Maybe this can help : The next big step - say hello to group video calling.