Phone numbers in my messages are replaced by the Skype logo

This is an issue that is specific to your computer. If you are using the Skype add-on for your browser, any telephone number is replaced by the Skype logo automatically, so that you can dial the number with Skype by simply clicking on it.
  
To disable    the Skype plug-in, you will need to use the visit the page in your browser where add-on's are managed, and then locate and disable the Skype add-on.

In Firefox 7.x, click on the Firefox button at the top left, and then select Add-on's
In Internet Explorer 9.x, click on the Settings icon, and then Manage Add-on's
In Google Chrome: Settings > Tools > Extensions

As an alternative, encode the number with this tool:
http://www.simplelogic.com/Developer/HTMLEncode.asp