Changing Skype password directs me to Microsoft: confusion

[nomadreid]

Wishing to change my Skype password (because I forgot to record or save it and hence forgot it and can't retrieve it, as the password is not visible anywhere), I let my computer sign in to Skype automatically, then
>Settings>Profile>Change Password
Whereupon I get a screen that looks like this

This is confusing: am I re-setting my Microsoft password, or my Skype password, by filling in this page?
Thanks for the help.