[ef4]

It's a bit smarter than just using an http tunnel.

Skype is capable of direct client-to-client connections, despite intervening NAT. It's pretty clever -- with the server's help as coordinator, the clients both initiate the connection, causing their own NAT routers to accept the inbound packets from the other side.

[0x0]

That's also called STUN, I believe http://en.wikipedia.org/wiki/STUN (or probably a variant)

[BrokenPipe]

I think that's called hole punching http://en.wikipedia.org/wiki/Hole_punching