Hi Pique318,
The phoneline for Sky boxes is used to purchase services such as Sky box office etc, and is usually setup like an ordinary phone extension.
I've a line splitter in the hall with 1 line to a telephone and the second line run to the sky box.
The phone line "must" be plugged into each Sky box for the duration of the 12 month contract to ensure that all boxes are in the same location.
The Sky box will occasionally diall-home and Sky will check the incoming phone number to make sure they're still in the house.
Under the standard T&C's all boxes must be connected to a phone line for the first 12 months. If not, SKY will send you a letter after a few weeks to check the line and ultimately will increase the multiroom subscription to the full monthly rate if it isn't sorted out.
The boxes will usually diall-home during the night so shouldn't affect the normal operation of the phone-line, and you will usually be warned that the box is going to use the phone line if you are ordering a movie etc.