A Sky+ box has two cables going to it as opposed to the usual one, so the second cable needs to be installed by the Sky fitter.
This is so you can record one program while watching another, or even record two programs at the same time.
Consider Sky Multi-room as well, I had this fitted when getting my Sky+ box.
Basically they move your old Sky box to another room, and run a Sky cable to it, while the new Sky+ box goes in place of the old Sky box.
We had the old Sky box moved to our bedroom so we could watch Sky while the kids were watching something else.
It cost us �10 a month extra and for that we got Sky+ AND Sky multi-room.