Many people have petitioned to have the "ring all speakers" re-implemented.
There is a feature in some versions of MacOS X that allow you to create a logical Multi-Output Device for audio playback. The documentation says: "If you have several stereo output devices, you can have audio play through all of them by creating a multi-output device..." You can create a Multi-Output Device in Audio MIDI Setup.app if the feature exists in your OS. Then you could try setting the new device as the sound effects output in: System Preferences:Sound:Sound Effects:Play sound effects through:. This all presupposes that the Skype app uses the sound effects device for it's alerts and not the regular System Preferences:Sound:Output device. If skype alerts used the regular output and you have regular output set to a Multi-Output, it might be annoying if every speaker and line out is blaring your voice chats in surround sound.