I had Sky fitted Friday 5/3/10. Installation engineer isisted he connect to telephone line, I was reluctant and he contacted Sky who informed that it was part of the contract that the line be installed, alternatively they would charge £25 and activate the line via the satelite. He activated the box via his PDA (Note he was NOT a Sky employee but a freelance engineer). Hope that answers your question.
I did ask the engineer to run line to location of proposed new BT connection for Sky Talk. He wouldn't do this as it meant running cable inside AND outside the house which required two types of cable (internal & external).
Can I run a cable to a phone connection box inside the house and run a seperate external cable out side the house to the upstairs room where the router is?