I don't have Sky broadband , but I do have my Macs connected via my Airport Extreme Base Station to the internet via a Linksys ADSL modem .
My G5 desktop machine connects to the AEBS via ethernet and my two Powerbooks wirelessly via Airport ; my girlfriend's Vista based laptop also connects wirelessly and , like my Macs , can access both internet and my network attached storage and print wirelessly . All of the above was achieved through auto set up on each machine so I did not need to mess around with settings . It was neccessary to install Bonjour on the Vista machine for wireless printing .
In OS X , you go into system preferences , network pane and under the TCP/IP tab you will see the option to connect using DHCP .
My broadband is with UK Online who originally provided an Actiontec wireless router , which also worked fine but did not have the facility for network attached storage or printing .
My sister has just recently had Sky broadband installed and I have yet to go over and set up the three older Macs I have passed on to my niece and two nephews - they currently have one windows desktop connected , the Macs will all connect wirelessly . I am due a trip over sometime over the holiday period so will report back afterwards .