If I was being pedantic then I would tell you that there is no such thing as an S-VHS lead. But as I'm not, I wont!
In the real world they are both exactly the same thing, but technically the S-VHS is a video standard, like VHS, and not the connection. S-Video is the connection type used by an S-VHS video recorder.
The problem you are having with your cable could well be down to the fact that most Sky boxes do not have an S-Video output, even via scart.
AFAIK the only Sky boxes that do have S-Video out are Sky+, but there could be others. If this is the problem though you would still be able to get sound & a B&W picture, unless the box is set to output RGB and you are connecting the lead to the main TV out scart on the Sky box.
Mark.
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