All the links I get for that Sony are a 2.1 system and info. on what connections it has are pretty thin. If it has optical input, you will be able to get DD 5.1 surround sound from sky. If it doesn't and it only has analogue inputs (RCA phono/stereo/red&white) then you will be able to get Dolby ProLogic which is surround sound mixed from a 2.0 stereo signal. If it has no audio inputs, then you will only be able to get surround sound from the built in DVD player. I'm afraid that's the limitations with all-in-one surround systems, they are not flexible enough for modern AV setups with games consoles, digiboxes etc. IMHO. Check your manual to see what input connections it has and you should be able to figure out how you will get surround sound from your sky HD box.
optical RCA phono stereo cable
Also, if it has a digital co-ax input, you would need to convert the signal from an optical output from sky hd to co-ax using one of
these and the necessary cables for input/output.