Im fairly sure this is NOT illegal, providing you have planning permission to put up a dish then you can get access to channels accross the world if you know where to aim the dish, i know of a few pubs/clubs that do this to avoid paying the massive amount of money that a public house has to pay to sky.
One of the downsides being that the pre and post match pundits are usualy arabs talking in a language your unlikely to understand.
The part that doesnt help you is that i have no idea how to go about getting this installed. soz