As long as you (can) do recordings with the PC and monitor with headphones there is no need to buy new hardware.

In my case I connect a microphone to one of the inputs of the mixing-console (Onyx1220).
Switch it to ALT3/4 outputs, what leads the singal into the Audiophile 2496 line inputs. Plug in headphone on the Onyx, set the speaker/controlroom volume to zero and raise the headphone volume.

Skype 'discovered' and auto-configured my soundcard settings.