First rule: if you're routing your traffic through someone else's infrastructure (in this case MS's Skype servers), they are monitoring it. The only way around this is client-based encryption where the infrastructure in between doesn't have access to the encryption keys.
Second rule: if the encryption setup requires someone else's servers to be involved, they do have access to the encryption keys. The only way around this is to either have the clients communicating directly or to use a key exchange protocol that's resistant to eavesdropping.
Third rule: if you're truly concerned about confidential information, you shouldn't be depending on someone else's infrastructure in the first place. It's something you don't and can't control, which means using it's an inherent risk that should be avoided if possible. Get hosting or set up a server in your data center and run your own servers.
That Skype chat's monitored should come as no surprise. MS will monitor Skype and MSN's IM service (whatever they're calling it this week). Google monitors Google Voice and Chat. Facebook monitors Facebook Chat. Your e-mail provider monitors your e-mail. If you're worried about security or confidentiality, acknowledge this and take appropriate measures.