Skype also allows you to choose your output device.
In the windows control panel goto sounds and audio devices and check the audio tab to see which sound device is set as the default device.
Windows will push all sound to the default device.
So if you have 2 sound cards in your PC you need tell windows which device you want as your default.
Now to use the other sound card/device the application you are running needs to allow you to choose an audio device either with a config file of by using a setting in the application.
Some TV card software will allow you to choose your audio output device so that you can have windows sound on one and the TV on the other.
I used to use 2 sound cards in my PC, one for music and one for games. my music went to a pair of speakers on the onboard sound card and i used headphones for games on the creative sound card.
Its all about setup and what application/s you are using.