Reassuring Skype is Using the Correct Speakers/Headphones:
There are multiples ways to perform such an action; but I will only describe and explain a few that are rather easy, and knowledgeable. 

* denotes a required action.
(Tinyurl.com links WILL be used, to shorten a 'gyazo' shot).
Select your OS from below:

Windows 7:
*1.) Click the start orb, which should look a lot like this: http://tinyurl.com/9v838rf
-This orb will appear anywhere on one side of your monitor, whether it be the bottom left, or top right.
*2.) Type in "Sound" w/o quotations.
-Many items will appear in there, but navigate to the "Control Panel" area, and click the one specifically for "Sound".
*3.) Now that you've arrived here, there are multiple tabs. Make sure you are currently on the "Playback" tab, and reassure that your headphones/headset are set as the DD (Default Device).
-In order to do this, right click on the option you would like to set as the DD, and a drop-down menu will appear. Left-click on "Set as Default Device" and it should now show a green icon w/ a white checkmark.

To reassure your Skype is actually set up to use your headphones/headset, you'll now need to check your options within the program itself. This next part is optional, because most PC's will automatically change Skype's settings. However, here are the next set of instructions, just in case you are having further problems:

4.) Close the "Sound" Control Panel options by clicking the red X.
5.) If you have Skype open, it should be literally glued to your taskbar. Click it, and make sure you're signed in.
6.) At the top of the program, there are multiple tabs: click on "Tools" and near the bottom will appear "Options..."
-Make sure you're in this screen before the next process has began.
7.) Within the options, you'll see a new set of options and tabs. It should look a lot like this: http://tinyurl.com/9ndtpu4
8.) Inside the "General" tab, there is "Audio Settings". Go there, and then set your settings to run ONLY your headphones/headset.
-It should end up somewhat like this: http://tinyurl.com/8vzp6qj
9.) At the bottom-right of the options menu, click "Save" and then exit that. It should now only come out of your headphones/headset, depending on what you made your settings do.

*10.) Enjoy!

Windows (?):
*1.) Click on your start orb (it should look similar to Windows 7) and along the right side of that drop-down menu, should appear an option called "Control Panel".
*2.) Go inside of this, and look around for "Sound Settings" or something among those lines.
*3.) Once you are this far, it should look a lot like the settings from step #3 on the 'Windows 7' tutorial.
*4.) Follow step 3 from the previous tutorial. It should be very, very similar.
5.) Optional: Follow steps 4-9 on the previous tutorial for Skype settings. They're exactly the same.


-Michael Badlands-
I hope I've helped!