There is lots in this to deal with and you give us little to help you with.

First of all you tell us nothing about your hardware. Operating systems work
better or worse on certain hardware. Most hardware that was made to work
with Windows works well with Linux, but some does not. People here have
different hardware and if you tell us what yours is then they can give more
input since they can identify with your problem or not.

Installed Ubuntu over a month ago: Which version? There are several you can
download install
32-bit or 64-bit (it makes a difference with multimedia)

Do not say that you did not have this problem in XP. You are not in XP so
you cannot expect things to be the same. Linux is an alternative to Windows
and not a clone.

To get multimedia playback to work in Ubuntu you should install
ubuntu-restricted-extras and ubuntu-restricted-addons. Both are in the
repositories. You can use Software Centre. Just search for Ubuntu
restricted.

Skype works in Ubuntu. I use it and many here will as well. Many podcasters
use it to broadcast their podcasts for Linux users. There are sources to
problems so we need to know what yours are. Can't install, can get sound,
can't get video, etc.

The site in the last part is in Russian which I cannot read. I could not
replicate your problem (whatever it was). Do not worry about malware. Never
give your password to install something if you are even remotely
suspicious. If you do not login as root and if you keep your password safe
and do not give it out freely then you are usually safe. A good plan is ever
to install anything outside of the repositories until you are well
established in Linux. Do not search the net for file and do not install
anything without using the Software Centre or Synaptic or apt-get.