I've always found it best to do this with skype (or whatever audio chat app) on a different machine (laptop, etc)...
Then setup as normal but feed a headphone mix (minus the incoming skype audio) back to the skype input.. So that they hear the mic in input, and the playback of the DAW mix.. And you can talk to them if you have a talkback circuit for their headphone mix...
Works best with at least a small console.
Hope that helps.
Cheers,
j