OpenVPN cannot add exceptions by program name.
It is possible you could add routing exceptions to your client config something like this:
Your Home PC is 192.168.21.11/24 default gateway
192.168.21.1 (Typical setup)
To your client config file you can try something like this:
route hotmail.com 255.255.255.255 192.168.21.1
This my not be possible for skype as its servers are not named in DNS they are configured by the skype client
So you would have to discover the IP addresses of the skype servers and route them in the same manner.
eg: if your skype client connects to 1.2.3.4/32 then (pia client config):
route 1.2.3.4 255.255.255.255 192.168.21.1