The Sky+ box doesn't need a phone line to work. It only ever phones home if you want to use the interactive services or Pay-per-view.
All the viewing guide data is received via the satellite.
I quite happily used a sky digibox in Spain for a year without any problems. Simply don't connect the phone line.
A quick google confirmed that plenty of people are using Sky+ abroad with no problems.
You are of course in breach of your contract with Sky as soon as you use receive programming whilst outside the UK and Ireland...
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