Do you know if Base is available in your area? If not, you can only go for the Connect package at £17 per month.
click here and enter the name of your telephone exchange. When you get the results click on your exchange name and look for Local loop unbundling presence and see if Easynet is available (this is the network Sky are using).
As for setting it up, the Sky router is a Netgear DG834GT which is pretty easy to set up or you can go to click here for a tutorial.