I try to send a Pages document over Skype, but it
says words to the effect "Only regular data files can
be sent".
Pages documents are actually a folder of files. So they can't just be attached to an email and sent. The solution is to first compress the document and send it as a zip/archive file. Thankfully, Mail in 10.4 does this automatically but other mail programs don't.
I tried to zip it using the contextual menu
create archive command, all I got was a beep.
Do you mean you couldn't create an archive in Mac OS X? Or that Skype beeped when trying to transfer the file?
If you mean Skype couldn't transfer the file then this would be a Skype problem. .zip files are a PC and Mac standard, so there's not reason they couldn't be emailed or shared via Skype.
Dale