To watch Sky TV on demand you’ll need to connect your Sky+HD box to a working broadband network. And that’s what our Sky On Demand Connector does. Buy Online now.
They have offered these for free in the past (especially if you're going to use catch up TV or watch box sets), so might be worth a call to Sky to ask. I got a free connector some years ago, and it worked fine for downloading content from Sky to the box for later viewing.