It is possible, but the solution is not to customize OpenERP. Instead you should install the Skype plugin for your browser (there is one for all major browsers) and it will recognize phone numbers automatically on the open web pages (openerp included).

More info here: http://www.skype.com/en/download-skype/click-to-call/

You can use special href attribute in phone fields http://developer.skype.com/skype-uris/reference

<a href="skype:+7123456789?call">+7123456789</a>

I wrote small module for skype field. You can use it as a basis https://github.com/yelizariev/addons-yelizariev/tree/master/res_partner_skype