Hi Eddie,
Sky trigger their boxes to dial home every now-and-then to ensure a multi-room box is being used at the correct address and not somewhere else.
The Sky boxes have to be connected to a phone line for the first year only, and will not dial-in after that. They will usually send a few letters to get you to trigger a dial-in but won't move you onto the full sub for the second box without warning.
I'd suggest you leave the setup as-is and trigger the dial-in when prompted by Sky.
Regards,
Charlie