The only way to achieve what you want to do is to run a separate audio connection from the Sky box to the Phillips. The Phillips has a digital optical audio input, so if your Sky box has a digital optical output, then all you need is a Toslink optical cable. These can be found virtually anywhere.
You can't run the audio from your Sky box through the TV (via HDMI) and get any sort of surround audio to your Phillips. All TVs downmix digital surround audio to simple stereo.
You should also disable your TVs speakers (read your TV manual to see how to do this) so that you don't get sound from both the Phillips and the TV at the same time.
Remember, that with separate connections for audio and video, to watch Sky and hear it through the Phillips, you'll need to change inputs on the TV (for video) and the Phillips (for audio).