Hi, its all about the connector which attaches cable to the box...as you can eliminate the dish and dish connection end of the cable if you have not touched them.
The connector called F-connector has to connected to the cable correctly so it touch where needed.
see this link
http://www.simplydigital.co.uk/acatalog/Installing_Sky_Digital.html
i had the same problem not so long ago even though i had the connector correctly connected to the cable, i had left the copper core sticking out from the connection far to long so wouldnt pick up signal. Simply cut it to correct length and ive not had a problem ever since.
Sky use connectors which can not be used again once fitted so you might need to buy another twist on F-Connector from somewhere like Maplins.
Hope this helps.
MJ.1
May 2008