Firstly, break all of Sky's rules by (temporarily) disconnecting their box from your phone line (while leaving your phone switched on). If you can now see True Movies, it means that the interference was passing along the phone line. The solution is to ask Sky to install a filter in the phone line going into their box.
If that hasn't fixed the problem, reconnect the Sky box to the phone line (and leave your phone turned on). Move the phone as far away from the Sky box (and its associated cables, both 'in' and 'out') as possible. If that fixes the problem the interference is being caused by direct radiation. If so, you might have to make the greater separation of the items a permanent feature of your home (or get another phone). It might, however, still be worth trying a band-pass filter. (See below).
If neither of the two methods above work, you need to check whether your incoming phone line is anywhere near to your Sky box (or to the cable which feeds the box). If so (and assuming that you can't easily reposition things), you need to ask Sky to fit a band-pass filter at the point where their cable enters the Sky box. (As stated above, that might also help with a direct radiation problem).
Chris