Sky use a unique (to News Corp companies) Conditional Access encryption method called Videoguard so any other CA box is unlikely to work without a software and maybe hardware) upgrade.
Second your Sky box already has the Videoguard hardware built-in and so I don't see how you will be able to connect another CA box to it.
Finally, you can't just plug a cable box into a satellite dish - it won't work.
t, October 2008