As ORAC says, you need a quad LNB. After getting Sky+ I installed the spare box in another room. I got the cable and connectors from Maplins and the instructions from the site linked to above. If you want the same Sky channels as you have on your main subscription available on your second box, you will have to pay another £10 per month for Multiroom. I wasn't too bothered so bought a freesat card from Sky for a one-off £20 which gives you the free channels.
A splitter will not work as each box sends a voltage to the LNB which will conflict.