the computer xx.xxxx.xxx trying to access your Skype

Hi,

I recive msaages often saying, 

the computer with domain x.xxx.xxx.xxx or other domain is attempting  to access skype app (or another app) on your computer.

or a computer with domain xx.xx.xx.xx is attempting to access my computer.

what should I do , allow or what. and why the domain keeps changing, is it hacking or what?

am I hacked!

how can I protect myself?

Thanks

Sam