The only other thing that I can think of is that you may have used a directory service in response to an online search for a phone number. Some unscrupulous services start with a national number and when answered ask who you want to speak to and then connect you via a premium rate service.
Beyond that, I can only suggest you speak to Sky. Their response, however, in the absence of any fault you've reported to them, is likely to be that the numbers can only appear on your bill if they've been called via your line.
