You need two 'F Connectors' and a female/female F Connector. Ensure that the Sky box is unplugged from the mains and the coax unplugged from the Sky box when you do this as the coax carries current.
BTW when you cut the coax you may have shorted the current and blown the box and/or the LNB so do not be surprised if it doesn't work when you have completed the repair.
T, February 2009