This is required for the facility to record 2 channels at once. Don't worry if you live in an apartment and have a shared dish with 1 LNB cable - you can still use Sky+ HD but you won't be able to record 2 channels at once or watch one channel whilst recording another.
If you only have one feed, it is possible to connect a "T-Piece" and join the one cable to both LNB inputs on the Sky+ or Sky HD box. You are then only limited if you want to watch and record programmes on different polarity.
Opman