How do I connect to Skype using a VPN?

I just connected to my uni's VPN, and everything except for Skype and AIM works perfectly. Skype and AIM won't even let me log in. I've tried changing the proxy settings so that they match my web page settings and changing the ports to match, but it still won't work. Help? Is there any way I can get Skype and AIM to work with VPN?

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia��).