I'm only on dial-up & Skype works O.K. for me. With your volume controls open on desktop, try connecting with someone & adjust whilst talking. May be able to get it right that way. Make sure you follow Skype set-up correctly tho.
If you are behind a firewall, this MUST be configured to allow ALL outgoing on TCP ports,(1-65535). All hosts = allow. I run Sygate & it's a snap to configure. Any other firewall, probably similar. See below-----
Open Skype,> tools>options>sound devices> ? learn more>scroll to bottom>advanced guide> & select your pc etc. If this still doesn't work goto the Help Centre @ the bottom of that(pc) page. Q= support connections> Q=which ports?.................
This gave all relevant info on firewalls etc.
HTH.

L.