No worry, a lot of this stuff is confusing to consumers. It is why I have a job
If you are having trouble with ARC/CEC you need to turn it off in your devices. It is called different things by different manufacturers, Sony - Braviasync, Samsung - Anynet, Lg - Simplink, etc. To turn off ARC/CEC on the SB, turn off the SB and hold down the HDMI button on the remote for more than 3 seconds. The HDMI light should turn off indicating HDMI control is off on the SB.
There are a few ways to hook this up without ARC/CEC, here are a couple.
1. PS to SB HDMI in, Sky to TV 9, SB HDMI out to TV. TV to SB optical. Advantage: the PS will have lossless sound. You could reveres the sky and PS but I doubt the Sky programming has lossless sound available where Blu-ray on the PS does. I am not familiar with the Sky box but here cable and satellite sources do not use lossless sound. Disadvantage: to use this set up is you have to switch both the SB and TV inputs to switch devices.
2. PS to TV, Sky to TV, TV to SB with optical. Advantage: You only have to switch the TV input to change between devices. Disadvantage: You lose lossless sound for Blu-ray (not the end of the world).
Ps. If you don't use ARC you will lose volume control from your TV remote. I would suggest an inexpensive decent universal remote anyway to control your system if using multiple remotes bothers you.