Lesser sound quality recording from Audacity

I would like to improve the sound quality when recording from Audacity. Here is a 10-second sample of three tests of recordings: http://jeremyjesenovec.com/wp-content/uploads/2013/12/testingfiles.mp3. (It’s also attached.) The third is a recording using Audacity and it’s not nearly as good as the first sample. How can I change that?

These 3 tests are all on that 10-second sound file.
First test 1. Test on Skype using Pamela Call recorder
Second test 2. Test using Pamela’s custom recording
Third test 3. Recording using Auacity

The main problem that I can hear is that the Audacity recording is a lot quieter.
By default Skype will automatically adjust the recording volume, so you may need to turn that off in Skype and set the recording level in the Windows Sound Control Panel recording settings.
Also you can amplify the recording after the recording is complete.
Here I have amplified the final part of the recording using Audacity’s “Amplify” effect: