@newman: There are lots of ways to watch UK TV. Most proxies don't work but you can set up a VPN tunnel or pay a subscription to one of many companies that will supply VPN tunnels especially for this purpose.
There are also websites such as megavideo.com which have loads of stuff but you'll need a website like sidereel.com to be able to easily find what you're looking for.
If you want to watch on your TV with a Sky STB then you will need a large dish. It's been a long time since I enquired about this, but from memory you need about 1.5m for quite a few channels, but around 3m if you want BBC, ITV etc.
There's someone on here called ECHOSTAR who usually helps out Brits who yearn for some good TV.
To find out more about VPN tunnels have a look at
http://www.hidemyass.com/vpn/ and this video
http://www.youtube.com/watch?v=BATk_Yf8D48I'm not making a personal recommendation to use Hide My Ass, i've not tried it, but it's a starting point if you want to learn.