yes you do need sky and a dish to use a sky plus box.
a sky plus box is basically 2 devices in one, a sky receiver for picking up sky channels (through a dish) and another device called a digital PVR (personal video recorder)
if you don't want sky but still want to record your normal TV then all you need is a digital PVR. such as
http://www.amazon.co.uk/PVR-9200TB-Humax-PVR92 00TB/dp/B000S84VQI/ref=sr_1_5?ie=UTF8&s=electr onics&qid=1245167546&sr=8-5
The one in that link will also allow you to receive and record freeview television.