+1  A: 

You could have some server in the cloud acting as a proxy for your connections. For instance, think about how a service like LogMeIn or GoToMyPC manages connections between a client and the controlled host. This is one idea.

BobbyShaftoe
+1  A: 

This should be an interesting read.

http://stackoverflow.com/questions/1539339/how-skype-work-without-port-forwarding

Sabeen Malik
After you read through all that, it leads to a very detailed explanation at http://www.h-online.com/security/features/How-Skype-Co-get-round-firewalls-747197.html
Remy Lebeau - TeamB