I found a solution. Skype is saving the data in ~/.Skype directory. ~ means your home directory. You can run a further skype4.0 session using a further data directory.
e.g. from a bash terminal:
> mkdir .Skype2
call of second skype session:
> skype --dbpath=~/.Skype2 &
After that works, you can add an icon or menu entry in your Window manager to simplify the start.