I'm not sure if there is an all in one DVD player system with speaker package that allows for input from the Sky + box, some one on here who has one of the all in one systems may be able to answer that one.
If there's not an all in one DVD player that can do this you may need to look at separates:
Amp (must have optic link for the sound connection to work in 5.1 from Sky+)
Speakers (5.1, ideally 6.1 now)
Multi Region Player
Cables & leads to connect it all together
Not sure of your location' but Richer Sounds have some reasonable packages
Home Cinema System Package - £249 -
http://www.richersounds.com/informat...ecinemasystems
Joytech Fusion Digital Optical Cable £8.99 -
http://www.play.com/Games/PlayStatio...e/Product.html
Best thing to do is to go & listen to some & it looks as if you may need to up your budget a little.