RJ11 to BT
It's the same cable that is used on pretty much all BT type phones and there is normally one supplied with most computers as well so it may be worth checking if you have one in a box somewhere.
If not they are only a couple of quid.
http://www.amazon.co....qid=1283252067&sr=8-1
(BTW, although sky say the box needs to be connected to the phone line, everything other than the interactive services and box office works fine without it being connected to the line and they never check)