SkyHD box “not connected to broadband router” - how to get away from this?

[Bee00]

Hi,

I'm setting up an older SkyHD box with my sky+ remote. The remote is successfully attached to the TV - but it is stuck on a screen that says

"Your Sky Box is not connected to the broadband router. To access a wider range of services you need to connect your sky box to your broadband router. Press SELECT for network set up or BACK UP to cancel."

neither back up nor select work... I don't have broadband. What do I do? 

[Mark39]

To clarify - this is a Sky+HD. box and a Sky+ remote? Has this combination worked before? I'm not sure the two are compatible.