Maybe, software like Ad Muncher will help. Also, some powerful users use the host file to block ads. I've never heard any concrete software to block Skype ads.
I use a modified hosts file with peerblock and the ads don't show up for me. Updated list here: someonewhocares(dot)org/hosts/ Peerblock: peerblock(dot)com replace (dot) with a . Couldn't past links as a whole post count too low. Don't think PB blocks a lot of ads so try the hosts file first.