Apologies I guessed you were asking about Youview multi-room.
Not sure what the "small box" is you are referring to, but if that was linked to your broadband it should just be a matter of retuning it to the TalkTalk wifi - which will have a different wireless signal name and password from your old broadband suppliers wifi.
Hopefully someone who understands the Sky On Demand service a bit better will see this thread and point you in the right direction.