I live abroad and an agent here buys the sky boxes from a supplier in the UK, he installed the sateillle dish and we have all the UK free to air channels. There is also the option if one has an address in the UK of getting the pay channels card. Most of the ex pats do one of the above options. And yes it is illegal, something to do with broadcasting and territory rights.
So you can bring your sky box with you and what was important was where to turn the satellite dish to (astra satellite or something). The best thing is we have Irish radio and a device (sky gnome) so I can listen to it in the kitchen/bedroom etc as I don't watch much TV.