father in law

My father in law lives in another country so we Skype occasionally to say hi. 
Whenever we skype he keeps coming up with sexual innuendos and it's really getting on my nerves. 
Even his wife is embarrassed and now my husband is mentioning it. 
Previously I said I didn't want to skype his folks as his Dad was vulgar but we got into an argument as he said he didn't want to upset his mom. 
How should I handle this?
Should I mention it when we are next on Skype and ask him to stop?
Any advice would be gratefully received.