I have no idea what Sky needs but my connection will be a shoddy ADSL (8mb max).
Is there any other options to connect it up apart from running an ethernet cable?
How do these things work anyway?
It looks like its mainly for Skys new anytime plus service that seems to use your broadband to stream content to your sky box rather than using the dish. I have no experience with the home plugs but the cheaper ones look as if they would do the job if your broadband connection is not up to much
Looking here
http://www.sky.com/shop/tv/anytime-plus/set-up/ option 3 says that it should have been set up by the engineer when he was installing your box. I am guessing that the box install and broadband install have been done at different times.
If you are also having a Sky box set up, your standard Sky Anytime+ engineer set-up will take place at the same time.
Included in your box set-up
(otherwise £40)