What I find annoying is Sky keep churning out all these updates every year or so changing stuff I don't care about, changing layout to confuse people etc but they won't sort out something fundamental like the ability to rent on demand movies via the wireless dongle. Whole point of hooking up the wireless was to avoid needing a phone line plugged in :/
Reading around on forums it seems there's plenty of others pretty peeved at it as well, it just seems a no-brainer to me, Sky would actually get more rentals if they made it easier for customers by allowing you to validate rentals via the internet rather than phone line. Aside from the recent fix for 5.1 over HDMI I can't think of anything more important they could be working on, it would just be a win-win for all parties, making it easier for customers and bringing in more box office revenue for them.
Only thing I can think is maybe there are some deals behind the scenes with third parties who have a vested interest in people having their phone line connected to it (interactive services etc).