You need two remotes to control Sky? Do you mean you can't control your TV with the Sky remote?
All you should have to do to fix this is punch a four digit code into your remote - assuming you're TV is supported of course. There are remote codes available on the web - just search for 'sky remote codes' and look for your brand of TV.
No you don't. You only need to use a Sky remote to operate Sky. But, you will need to use your TV remote to operate your TV, unless you put the correct code into your Sky remote to allow it to operate your TV.
You could use Steve's method (as above). You could look up the codes in the back of the Sky manual that came with your sky box. Or you could use the Interactive Services option to look up the code for your Sky remote, then just follow the onscreen instructions.