If your company has enabled music on hold, you and your guests should dial in to your audio conference bridge, instead of using the Skype client to attend. (When using the Skype client to attend, music on hold is turned off as soon as the first participant completes the Join Meeting Audio step.)
In addition, as the meeting host, you should dial in and provide your moderator passcode. This way, your guests hear music and cannot talk to one another until you join.
Note: If you are not sure of your moderator passcode, contact your Skype administrator.