The Skype hyperlink format is shown if you have the Skype browser integration active in the browser. The hyperlink is not generated by the server (cgi) it is included at the browser by the Skype module parsing the pages for phone numbers.
To check to see if you have had Skype integration installed on your machine:
On a PC for Firefox 3.x check
Tools > Add-ons > Extensions > Skype extensions for firefox
On a PC for Internet Explorer 7.x check
Tools > Manage Add-ons > Enable or Disable Add-ons >
You’ll find 2
"Skype add-on (mastermind)"