Try the following - not sure if this'll work or not as it installs an Add-on for Firefox that controls this through the browser. There might be something similar for IE8 but not sure.
In any case, open up Skype, and click Tools > Options. Click on Advanced and ensure that "Use Skype to call callto: links on the web" (should be the top option) is unticked. Click save and then try looking at a page with a number on it to see if this has done the trick. If you already had a page loaded, you'll probably need to refresh the page, or close the browser all together and restart it for the change to take effect.
Let me know how that goes...