A very interesting article (because of the details provided) has been written in French. The reason why Skype's communications are difficult to intercept is that they are using encryption keys that Skype, so far, has refused to communicate.
A software is available that allows for decryption: Digitask. But it costs, according to the article, 3500 euros to acquire, and more importantly, 2500 euros to use and for each interception; in other words, a fortune for police forces. This is why police officers are so keen in obtaining the keys from Skype itself.
Given that both Germany and Italy were concerned about this, not surprising the EU started to look at the issue. Hence the Judicial Co-operation Unit launched an investigation into the possibilities to tap internet conversations, on the basis that organised crime uses Skype facilities already
"Bientôt des écoutes policières sur la VoIP ?" (JDN, 25 February 2009)
"EU to investigate VoIP-tapping techniques" (ZDnet.co.uk, 20 February 2009)