Chances of you getting a good Skype show recording using standard Audacity and computer management are almost (but not quite) zero.
There are software packages which claim to record both sides of a Skype call.viewtopic.php?p=251167&sid=dcbda04d2a287684a818466726af5091#p251167
There is a commercial product currently struggling with the latest Skype product change.http://www.pamela.biz/en/products/
And the software package Voicemeterhttp://vb-audio.pagesperso-orange.fr/Voicemeeter/
They all (including Audacity) at one time both worked and failed. Pamela is the paid package and has the most stable success. Pamela will produce a stereo show with you on one side and the guest(s) on the other ready for production, filtering and matching. It will also create a high quality WAV production file.
I did my show test with two computers.