I did that, but many years ago now. The file that you need to find is called main.db is is located on different places depending on OS .
From what I remember the database itself was easy to import records from.
On Windows 7, 8:
On Windows XP:
C:\Documents and Settings\<WindowsUserName>\Application Data\Skype\<SkypeUserName>\main.db
On Mac OS:
Interesting, though I don't have the need myself. I recall a method using a connection to a local database on the Mac, just like an ODBC connection. This way, you'd be able to have a live link to the database instead of static importing.