Get a speaker phone or use a cell.
Generally speaking, most games don't co-operate with skype much.
If you're looking to talk with him while the two of you are playing the SAME game...
Here's an excerpt from Wikipedia
In the PC Online Gaming Voice Chat world, players often use either the game's built in VoIP engine (which was until recently rarely provided by the game developer), or a third party VoIP solution such as Skype[1] (utilizing the Skype for Power Gamers Skype add-on software), Google Hangouts,[2] Ventrilo,[3] Mumble,[4] TeamSpeak,[5] RaidCall,[6] MyTeamVoice,[7] Razer Comms[8] or XFire.[9]
I can recommend XFire from previous use, and have heard good things about TeamSpeak and Ventrilo.
If you are going to insist on skype, contact MS and/or skype to help you.