Most of the guys with laptop now a days facing a common problem that when headphones are plugged inn and any notification of skype popup either of message / IM or any call alert, it switches on audio device to spearker.
1. In you skype window, click Tools > Options..
2. In the popup winodw, select "Audio" from left pane,
3. Select "Use selected Speaker" for Rining menu.
4. Uncheck "Automatically adjust speaker settings" .
5. Click "Show advance options".
6. Save and check again. If it is fixed then you are done, else move to point 7.
7. In the advance option window, look for "Speaker" section, a list will be there of all the devices of output. One device will be selected as default, which will be marked with green sign.
8. Select other than the default device and click "Move Up". It will mark the selected device as default and will mark with green sign.
9. Click "Save" and check agian. It must be fixed.
Hope that help!!